Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (Q5169710)
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scientific article; zbMATH DE number 6316374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection |
scientific article; zbMATH DE number 6316374 |
Statements
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (English)
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11 July 2014
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stochastic partial differential equations (SPDEs)
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singular control of SPDEs
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maximum principles
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comparison theorem for SPDEs
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reflected SPDEs
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optimal stopping of SPDEs
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backward SPDE
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harvesting
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financial market
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