FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2891907863> ?p ?o ?g. }

• W2891907863 endingPage "3206" @default.
• W2891907863 startingPage "3174" @default.
• W2891907863 abstract "A class of singular stochastic control problems whose value functions satisfy an invariance property was studied by Lasry and Lions (2000). They have shown that, within this class, any singular control problem is equivalent to the corresponding standard stochastic control problem. The equivalence is in the sense that their value functions are equal. In this work, we clarify their idea and extend their work to allow Lévy type noise. In addition, for the purpose of application, we apply our result to an optimal trade execution problem studied by Lasry and Lions (2007)." @default.
• W2891907863 created "2018-09-27" @default.
• W2891907863 creator A5018855402 @default.
• W2891907863 creator A5065433678 @default.
• W2891907863 date "2019-09-01" @default.
• W2891907863 modified "2023-09-28" @default.
• W2891907863 title "On a class of singular stochastic control problems driven by Lévy noise" @default.
• W2891907863 cites W1977002092 @default.
• W2891907863 cites W1992412825 @default.
• W2891907863 cites W1998331916 @default.
• W2891907863 cites W2007849171 @default.
• W2891907863 cites W2013870323 @default.
• W2891907863 cites W2017219760 @default.
• W2891907863 cites W2035637414 @default.
• W2891907863 cites W2038336958 @default.
• W2891907863 cites W2069631603 @default.
• W2891907863 cites W2075299474 @default.
• W2891907863 cites W2082729389 @default.
• W2891907863 cites W2097820864 @default.
• W2891907863 cites W2110047069 @default.
• W2891907863 cites W2129143375 @default.
• W2891907863 cites W2149397974 @default.
• W2891907863 cites W2153147321 @default.
• W2891907863 cites W2963122885 @default.
• W2891907863 cites W3121867036 @default.
• W2891907863 doi "https://doi.org/10.1016/j.spa.2018.09.002" @default.
• W2891907863 hasPublicationYear "2019" @default.
• W2891907863 type Work @default.
• W2891907863 sameAs 2891907863 @default.
• W2891907863 citedByCount "0" @default.
• W2891907863 crossrefType "journal-article" @default.
• W2891907863 hasAuthorship W2891907863A5018855402 @default.
• W2891907863 hasAuthorship W2891907863A5065433678 @default.
• W2891907863 hasBestOaLocation W28919078631 @default.
• W2891907863 hasConcept C109282560 @default.
• W2891907863 hasConcept C111472728 @default.
• W2891907863 hasConcept C115961682 @default.
• W2891907863 hasConcept C121332964 @default.
• W2891907863 hasConcept C126255220 @default.
• W2891907863 hasConcept C127413603 @default.
• W2891907863 hasConcept C134306372 @default.
• W2891907863 hasConcept C138885662 @default.
• W2891907863 hasConcept C154945302 @default.
• W2891907863 hasConcept C158693339 @default.
• W2891907863 hasConcept C170131372 @default.
• W2891907863 hasConcept C18762648 @default.
• W2891907863 hasConcept C189950617 @default.
• W2891907863 hasConcept C202444582 @default.
• W2891907863 hasConcept C2777212361 @default.
• W2891907863 hasConcept C2777984672 @default.
• W2891907863 hasConcept C2780069185 @default.
• W2891907863 hasConcept C28826006 @default.
• W2891907863 hasConcept C33923547 @default.
• W2891907863 hasConcept C41008148 @default.
• W2891907863 hasConcept C62520636 @default.
• W2891907863 hasConcept C78519656 @default.
• W2891907863 hasConcept C91575142 @default.
• W2891907863 hasConcept C99498987 @default.
• W2891907863 hasConceptScore W2891907863C109282560 @default.
• W2891907863 hasConceptScore W2891907863C111472728 @default.
• W2891907863 hasConceptScore W2891907863C115961682 @default.
• W2891907863 hasConceptScore W2891907863C121332964 @default.
• W2891907863 hasConceptScore W2891907863C126255220 @default.
• W2891907863 hasConceptScore W2891907863C127413603 @default.
• W2891907863 hasConceptScore W2891907863C134306372 @default.
• W2891907863 hasConceptScore W2891907863C138885662 @default.
• W2891907863 hasConceptScore W2891907863C154945302 @default.
• W2891907863 hasConceptScore W2891907863C158693339 @default.
• W2891907863 hasConceptScore W2891907863C170131372 @default.
• W2891907863 hasConceptScore W2891907863C18762648 @default.
• W2891907863 hasConceptScore W2891907863C189950617 @default.
• W2891907863 hasConceptScore W2891907863C202444582 @default.
• W2891907863 hasConceptScore W2891907863C2777212361 @default.
• W2891907863 hasConceptScore W2891907863C2777984672 @default.
• W2891907863 hasConceptScore W2891907863C2780069185 @default.
• W2891907863 hasConceptScore W2891907863C28826006 @default.
• W2891907863 hasConceptScore W2891907863C33923547 @default.
• W2891907863 hasConceptScore W2891907863C41008148 @default.
• W2891907863 hasConceptScore W2891907863C62520636 @default.
• W2891907863 hasConceptScore W2891907863C78519656 @default.
• W2891907863 hasConceptScore W2891907863C91575142 @default.
• W2891907863 hasConceptScore W2891907863C99498987 @default.
• W2891907863 hasIssue "9" @default.
• W2891907863 hasLocation W28919078631 @default.
• W2891907863 hasOpenAccess W2891907863 @default.
• W2891907863 hasPrimaryLocation W28919078631 @default.
• W2891907863 hasRelatedWork W2002031424 @default.
• W2891907863 hasRelatedWork W2020174565 @default.
• W2891907863 hasRelatedWork W2068206136 @default.
• W2891907863 hasRelatedWork W2118782705 @default.
• W2891907863 hasRelatedWork W2329888230 @default.
• W2891907863 hasRelatedWork W2616554850 @default.
• W2891907863 hasRelatedWork W2891907863 @default.
• W2891907863 hasRelatedWork W2964187826 @default.
• W2891907863 hasRelatedWork W4308401740 @default.
• W2891907863 hasRelatedWork W4381248241 @default.
• W2891907863 hasVolume "129" @default.
• W2891907863 isParatext "false" @default.

• next