Pages that link to "Item:Q5245480"
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The following pages link to Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit (Q5245480):
Displaying 10 items.
- On the principle of smooth fit for killed diffusions (Q967705) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
- Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
- On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain (Q5252477) (← links)
- On the smooth-fit principle in $ \mathbb R^n$ (Q5387161) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)
