Author:
Brock W. A.,Rothschild M.
Publisher
Springer Berlin Heidelberg
Reference4 articles.
1. Brock, William A., Michael Rothschild and Joseph E. Stiglitz: “Stochastic Capital Theory”, Social Systems Research Institute Paper No. 8303.
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3. Krylov, N.V., Controlled Diffusion Processes (New York: Springer-Verlag, 1980).
4. Miroshnichenko, T.P., “Optimal Stopping of the Integral of a Wiener Process”. Theory of Probability and its Applications (1975), 20: 387–391.
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