A class of singular stochastic control problems

Authors
Karatzas Ioannis
Citation
Karatzas Ioannis, A class of singular stochastic control problems, Advances in applied probability , 15(2), 1983, pp. 225-254
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
15
Issue
2
Year of publication
1983
Pages
225 - 254
Database
ACNP
SICI code