Bounded variation singular stochastic control and associated Dynkin game
Year of publication: |
2000
|
---|---|
Authors: | Boetius, Frederik |
Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
Subject: | backward stochastic differential equation | Suchtheorie | Search theory | Kontrolltheorie | Control theory | Theorie | Theory | Stochastisches Spiel | Stochastic game |
Description of contents: | Table of Contents [gbv.de] ; Description [econometrics.wiwi.uni-konstanz.de] |
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Bounded variation singular stochastic control and associated Dynkin game
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