Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes

dc.date.accessioned	2023-03-01T10:23:12Z
dc.date.available	2023-03-01T10:23:12Z
dc.date.created	2012-07-06T11:55:57Z
dc.date.issued	2010
dc.identifier.issn	0806-2439
dc.identifier.uri	http://hdl.handle.net/123456789/3461
dc.language	EN
dc.publisher	Matematisk Institutt, Universitetet i Oslo
dc.title	Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes
dc.type	Academic article
cristin.unitcode	185,15,13,20
cristin.unitname	Matematikk
cristin.ispublished	true
dc.creator.author	Øksendal, Bernt
dc.creator.author	Sulem, Agnès
dc.identifier.cristin	933682
dc.identifier.jtitle	Prepint Series - Pure Mathematics
dc.identifier.issue	9
dc.type.document	Artikkel