Connections between optimal stopping and singular stochastic control

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BOETIUS, Frederik, Michael KOHLMANN, 1998. Connections between optimal stopping and singular stochastic control. In: Stochastic Processes and their Applications. 77(2), pp. 253-281. ISSN 0304-4149. Available under: doi: 10.1016/S0304-4149(98)00049-0

@article{Boetius1998Conne-25849, title={Connections between optimal stopping and singular stochastic control}, year={1998}, doi={10.1016/S0304-4149(98)00049-0}, number={2}, volume={77}, issn={0304-4149}, journal={Stochastic Processes and their Applications}, pages={253--281}, author={Boetius, Frederik and Kohlmann, Michael} }

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