Bouchard, Bruno; Dang, Ngoc-Minh - In: Finance and Stochastics 17 (2013) 1, pp. 31-72
We consider a singular version with state constraints of the stochastic target problems studied in Soner and Touzi (SIAM J. Control Optim. 41:404–424, <CitationRef CitationID="CR23">2002</CitationRef>; J. Eur. Math. Soc. 4:201–236, <CitationRef CitationID="CR24">2002</CitationRef>) and more recently Bouchard et al. (SIAM J. Control Optim. 48:3123–3150, <CitationRef CitationID="CR6">2009</CitationRef>), among others....</citationref></citationref></citationref>
