Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802)
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scientific article; zbMATH DE number 6706190
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| English | Characterization of stochastic control with optimal stopping in a Sobolev space |
scientific article; zbMATH DE number 6706190 |
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Characterization of stochastic control with optimal stopping in a Sobolev space (English)
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19 April 2017
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stochastic control
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generalized Itô formula
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weak verification theorem
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optimal stopping
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0.91863894
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0.91685385
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0.9120393
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0.9111352
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0.9085673
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0.90809643
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0.9074825
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