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Yipeng Yang* (). Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game. The Hamilton-Jacobi-Bellman equation (HJB) associated with the time in
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Document Date: 2014-09-18 00:49:29
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Yipeng Yang* (). Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game. The Hamilton-Jacobi-Bellman equation (HJB) associated with the time in