A numerical scheme for stochastic differential equations with distributional drift (2022)
Attributed to:
A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2022.09.003
Publication URI: https://api.elsevier.com/content/abstract/scopus_id/85139180003
Type: Journal Article/Review
Parent Publication: Stochastic Processes and their Applications