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The Relationship between the Stochastic Maximum Principle a..:
Chighoub, Farid
;
Mezerdi, Brahim
International Journal of Stochastic Analysis. 2014 (2014) - p. 1-17 , 2014
Link:
https://doi.org/10.1155/2014/201491
RT Journal T1 <Title>The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1155_2014_201491&Exemplar=1&LAN=DE A1 Chighoub, Farid A1 Mezerdi, Brahim PB Hindawi Limited YR 2014 SN 2090-3332 SN 2090-3340 JF International Journal of Stochastic Analysis VO 2014 SP 1 OP 17 LK http://dx.doi.org/https://doi.org/10.1155/2014/201491 DO https://doi.org/10.1155/2014/201491 SF ELIB - SuUB Bremen
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