Probability and Mathematical Statistics > 2018 > Vol. 38, Fasc. 1 > 139--155
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journal ISSN : | 0208-4147 |
DOI | 10.19195/0208-4147.38.1.8 |
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Bibliography
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[1] M. Akian, A. Sulem, and M. Taksar, Dynamic optimization of long-term growth rate for a proportional transaction costs and logarithmic utility, Math. Finance 11 (2) (2001), pp. 153-188.
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[2] J.-M. Bismut and B. Skalli, Temps d’arrêt optimal, théorie générale des processes et processus de Markov, Z. Wahrsch. Verw. Gebiete 39 (1977), pp. 301-313.
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[3] C. Castaing and M. Valadier, Convex Analysis and Measurable Multifunctions, Lecture Notes in Math., Vol. 580, Springer, Berlin 1977.