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On the Optimal Stopping Time Problem for Degenerate Diffusions

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References

1980On the Optimal Impulse Control Problem for Degenerate Diffusions49 cited

Cited by

2010Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay32 cited
2014A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis30 cited
1984On singular stochastic control problems for diffusion with jumps30 cited
1987Optimal impulse control problems for degenerate diffusions with jumps24 cited
2013On the Impulse Control of Jump Diffusions23 cited
2003Variational Inequalities for Combined Control and Stopping23 cited

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