| Title:
|
Optimal stopping and impulsive control of one-dimensional diffusion processes (English) |
| Author:
|
Thomas, Robin |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
37 |
| Issue:
|
2 |
| Year:
|
1987 |
| Pages:
|
271-292 |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G40 |
| MSC:
|
60H10 |
| MSC:
|
60J60 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 0639.93067 |
| idMR:
|
MR882599 |
| DOI:
|
10.21136/CMJ.1987.102154 |
| . |
| Date available:
|
2008-06-09T15:15:44Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/102154 |
| . |
| Reference:
|
[1] A. Bensoussan: Optimal impulsive control theory.Lecture notes control and information sc. 16, 1980. MR 0547464 |
| Reference:
|
[2] A. Bensoussan J. L. Lions: Applications des inéquations variationnelles en contrôle stochastique.Dunod, Paris, 1978. MR 0513618 |
| Reference:
|
[3] G. Birkhoff: Lattice theory.Providence, Rhode Island, 1967. Zbl 0153.02501, MR 0227053 |
| Reference:
|
[4] E. B. Dynkin: Markov processes.Mir, Moscow, 1963. Zbl 0158.16806, MR 0193670 |
| Reference:
|
[5] D. Kinderlehrer G. Stampacchia: An introduction to variational inequalities and their applications.Academic Press, 1980. MR 0567696 |
| Reference:
|
[6] P. Mandl: Analytical treatment of one-dimensional Markov processes.Academia, Praha, 1968. Zbl 0179.47802, MR 0247667 |
| Reference:
|
[7] B. Oksendal: An introduction to stochastic differential equations with applications.Preprint 1983. |
| Reference:
|
[8] J. Saint-Raymond: Boreliens à coupes $K\sb{\sigma }$.Bull. Soc. Math. France 104 (1976), 389-400. MR 0433418, 10.24033/bsmf.1835 |
| Reference:
|
[9] A. N. Širjajev: Optimal stopping rules.Springer-Verlag, 1978. MR 0468067 |
| Reference:
|
[10] A. D. Ventcel: A course in the theory of random processes.Nauka, Moscow, 1975 (Russian). MR 0431314 |
| . |
