Home Mathematics A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.
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A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.

  • U. Mosco , J. Frehse and A. Bensoussan
Published/Copyright: December 9, 2009
Journal für die reine und angewandte Mathematik
From the journal Volume 1982 Issue 331

Online erschienen: 2009-12-09
Erschienen im Druck: 1982

Walter de Gruyter

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