Bounded Variation Singular Stochastic Control and Dynkin Game (Q3427522)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounded Variation Singular Stochastic Control and Dynkin Game |
scientific article |
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Bounded Variation Singular Stochastic Control and Dynkin Game (English)
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20 March 2007
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backward stochastic differential equation
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singular stochastic control
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optimal stopping
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Dynkin game
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nonlinear cost functional
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comparison theorem for SDE
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pathwise construction
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