A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (Q2929460)

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A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate
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    A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (English)
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    12 November 2014
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    parabolic Barenblatt equation
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    free boundary problem
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    stochastic optimal control
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