Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients (Q3686604)
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scientific article; zbMATH DE number 3908311
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| English | Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients |
scientific article; zbMATH DE number 3908311 |
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Stochastic Control of One-Dimensional Diffusions Whose Generators Have Discontinuous Coefficients (English)
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1985
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one-dimensional controlled diffusion processes
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non-smooth coefficient
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pay-off function
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