Optimal stopping and impulsive control of one-dimensional diffusion processes
Czechoslovak Mathematical Journal (1987)
- Volume: 37, Issue: 2, page 271-292
- ISSN: 0011-4642
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topThomas, Robin D.. "Optimal stopping and impulsive control of one-dimensional diffusion processes." Czechoslovak Mathematical Journal 37.2 (1987): 271-292. <http://eudml.org/doc/13639>.
@article{Thomas1987,
author = {Thomas, Robin D.},
journal = {Czechoslovak Mathematical Journal},
keywords = {diffusion processes; optimal stopping; impulsive control; weighted Sobolev spaces; superharmonic majorants},
language = {eng},
number = {2},
pages = {271-292},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Optimal stopping and impulsive control of one-dimensional diffusion processes},
url = {http://eudml.org/doc/13639},
volume = {37},
year = {1987},
}
TY - JOUR
AU - Thomas, Robin D.
TI - Optimal stopping and impulsive control of one-dimensional diffusion processes
JO - Czechoslovak Mathematical Journal
PY - 1987
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 37
IS - 2
SP - 271
EP - 292
LA - eng
KW - diffusion processes; optimal stopping; impulsive control; weighted Sobolev spaces; superharmonic majorants
UR - http://eudml.org/doc/13639
ER -
References
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- J. Saint-Raymond, 10.24033/bsmf.1835, Bull. Soc. Math. France 104 (1976), 389-400. (1976) MR0433418DOI10.24033/bsmf.1835
- A. N. Širjajev, Optimal stopping rules, Springer-Verlag, 1978. (1978) MR0468067
- A. D. Ventcel, A course in the theory of random processes, Nauka, Moscow, 1975 (Russian). (1975) MR0431314
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