Reflecting Ito Processes in a Stochastic Control Problem (Q4022030): Difference between revisions
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Revision as of 15:06, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflecting Ito Processes in a Stochastic Control Problem |
scientific article |
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Reflecting Ito Processes in a Stochastic Control Problem (English)
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17 January 1993
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Itô process with reflection
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local time
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stochastic control problem
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reflecting diffusion
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