Work

On singular stochastic control problems for diffusion with jumps

Year: 1984

Type: article

Source: IEEE Transactions on Automatic Control

DOI: 10.1109/tac.1984.1103433

Authors: J. Menaldi, M. Robin

Institutions: Wayne State University, Institut national de recherche en sciences et technologies du numérique

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2129337220

FWCI: 6.511

Cites: 33

Cited by: 30

Related to: 10