Work

Existence of optimal markovian controls for degenerate diffusions

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/bfb0041161

Author: U. G. Haussmann

Institution: University of British Columbia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W119526149

FWCI: 1.928

Cites: 17

Cited by: 41

Related to: 10