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"Singular Stochastic Control and Optimal Stopping with Partial Information ..."
Bernt Øksendal, Agnès Sulem (2012)
- Bernt Øksendal, Agnès Sulem:
Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes. SIAM J. Control. Optim. 50(4): 2254-2287 (2012)
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