Pages that link to "Item:Q282076"
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The following pages link to Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076):
Displaying 10 items.
- Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Explicit formula for evolution semigroup for diffusion in Hilbert space (Q3122070) (← links)
- L p Inequalities for Stopping Times of Diffusions (Q3730742) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Baxter-Chacon topology and vector-valued optimal stopping problems (Q5756370) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)