Authors: Karatzas Ioannis

Citation: Karatzas Ioannis, A class of singular stochastic control problems, Advances in applied probability , 15(2), 1983, pp. 225-254

Authors: Cox Mitchell R. Karatzas Ioannis

Citation: R. Cox Mitchell et Karatzas Ioannis, Stationary control of Brownian motion in several dimensions, Advances in applied probability , 17(3), 1985, pp. 531-561