The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure

DOI10.1080/17442500601100281zbMath1121.34007OpenAlexW2144907841WikidataQ58060573 ScholiaQ58060573MaRDI QIDQ3429350

Timothy C. Johnson, Mihail Zervos

Publication date: 30 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500601100281

zbMATH Keywords

optimal stoppingadditive functionalssingular controlsecond-order linear ordinary differential equationsmeasure-valued inhomogeneity

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Linear ordinary differential equations and systems (34A30) Existence theories for optimal control problems involving ordinary differential equations (49J15) Local time and additive functionals (60J55) Optimal stopping in statistics (62L15)

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