Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes (Q3143259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes |
scientific article |
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Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes (English)
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29 November 2012
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singular stochastic control
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maximum principles
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reflected BSDEs
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optimal stopping
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partial information
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Itô-Lévy processes
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jump diffusions
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Malliavin calculus
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