An Analysis of Monotone Follower Problems for Diffusion Processes (Q3168970)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Analysis of Monotone Follower Problems for Diffusion Processes |
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An Analysis of Monotone Follower Problems for Diffusion Processes (English)
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27 April 2011
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singular stochastic control
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monotone follower problem
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one-dimensional diffusions
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