Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions (Q4785654)
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scientific article; zbMATH DE number 1848471
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| English | Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions |
scientific article; zbMATH DE number 1848471 |
Statements
Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions (English)
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5 January 2003
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Dynkin game
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Dirichlet boundary
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free boundary problem
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singular stochastic control
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0.8134081959724426
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0.7977047562599182
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0.7754015326499939
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0.772358775138855
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