"On a PDE Arising in One-Dimensional Stochastic Control Problems."

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero (2010)

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DOI: 10.1007/S10957-010-9712-3

access: closed

type: Journal Article

metadata version: 2020-04-07

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Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero:
On a PDE Arising in One-Dimensional Stochastic Control Problems. J. Optim. Theory Appl. 147(1): 1-26 (2010)

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