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Preprint 24043
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
Submission Date: 11.06.2024
Submitter:
Max Nendel
Download:
PDF
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