An Optimal Dividend Problem for Skew Brownian Motion with Two-Valued Drift

MaRDI QIDQ6522299arXivFDO

Authors Zhongqin Gao, Xiaowen Zhou, Yan Lv

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

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