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Preprint 24032


Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces

Authors: Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner Projects: B1, C3, C4
Published: Ann. Appl. Probab. 36 (2026), no. 5, 4080–4119. (2026)
Submission Date: 11.06.2024 Submitter: Max Nendel
Download: PDF
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