The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure

DOI10.1080/17442500601100281zbMath1121.34007WikidataQ58060573 ScholiaQ58060573MaRDI QIDQ3429350

Timothy C. Johnson, Mihail Zervos

Publication date: 30 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500601100281

zbMATH Keywords

optimal stopping; additive functionals; singular control; second-order linear ordinary differential equations; measure-valued inhomogeneity

Mathematics Subject Classification ID

34H05: Control problems involving ordinary differential equations

34A30: Linear ordinary differential equations and systems

49J15: Existence theories for optimal control problems involving ordinary differential equations

60J55: Local time and additive functionals

62L15: Optimal stopping in statistics

Related Items

Optimal stopping with irregular reward functions

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