Combined Optimal Stopping and Singular Stochastic Control (Q3578748)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined Optimal Stopping and Singular Stochastic Control |
scientific article |
Statements
Combined Optimal Stopping and Singular Stochastic Control (English)
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20 July 2010
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generalized Itô formula
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jump-diffusions
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local time
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optimal harvest
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optimal stopping
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reflecting diffusions
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variational inequalities
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