Pages that link to "Item:Q1296591"
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The following pages link to Control and stopping of a diffusion process on an interval (Q1296591):
Displaying 16 items.
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- The controller-and-stopper game for a linear diffusion. (Q1872219) (← links)
- Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Investment Timing with Incomplete Information and Multiple Means of Learning (Q3453345) (← links)
- A continuity question of Dubins and Savage (Q4684865) (← links)
- Captive diffusions and their applications to order-preserving dynamics (Q5161083) (← links)
- Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (Q5441517) (← links)
