Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095)

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scientific article; zbMATH DE number 6293577
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Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times
scientific article; zbMATH DE number 6293577

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    Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (English)
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    9 May 2014
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    bounded variation control
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    Itô diffusion
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    Poisson process
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    resolvent operator
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    singular stochastic control
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