Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection
Bernt Øksendal; Agnès Sulem; Tusheng Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Øksendal, Bernt K. ; Sulem, Agnès ; Zhang, Tusheng |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 39.2014, 2, p. 464-486
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| Subject: | stochastic partial differential equations (SPDEs) | singular control of SPDEs | maximum principles | comparison theorem for SPDEs | reflected SPDEs | optimal stopping of SPDEs | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010384186