![](https://dblp1.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp1.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp1.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp1.uni-trier.de/img/search.dark.16x16.png)
default search action
"Stochastic Perron's Method for the Probability of Lifetime Ruin Problem ..."
Erhan Bayraktar, Yuchong Zhang (2015)
- Erhan Bayraktar
, Yuchong Zhang:
Stochastic Perron's Method for the Probability of Lifetime Ruin Problem Under Transaction Costs. SIAM J. Control. Optim. 53(1): 91-113 (2015)
![](https://dblp1.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.