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"Reflecting Ito Processes in a Stochastic Control Problem."

Krishna B. Athreya, A. Weerasinghe (1992)

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DOI: 10.1287/MOOR.17.3.740

access: closed

type: Journal Article

metadata version: 2017-05-28

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  - https://dblp.org/rec/journals/mor/AthreyaW92
Krishna B. Athreya, A. Weerasinghe:
Reflecting Ito Processes in a Stochastic Control Problem. Math. Oper. Res. 17(3): 740-750 (1992)

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