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"Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with ..."

Bernt Øksendal, Agnès Sulem, Tusheng Zhang (2014)

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DOI: 10.1287/MOOR.2013.0602

access: closed

type: Journal Article

metadata version: 2017-05-28

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Bernt Øksendal, Agnès Sulem, Tusheng Zhang:
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection. Math. Oper. Res. 39(2): 464-486 (2014)

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