Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes

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Publication:3143259

DOI10.1137/100793931zbMath1259.93135OpenAlexW2063518542MaRDI QIDQ3143259

Agnès Sulem, Bernt Øksendal

Publication date: 29 November 2012

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/41673



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