Beispiele für 17.6.2019: 89-94
An optimal consumption problem in finite time with a constraint on the ruin probability
Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon
Optimal consumption in a Brownian model with absorption and finite time horizon
Optimal consumption under deterministic income
Asymptotic behavior of an optimal barrier in a constraint optimal consumption problem
A ruin problem for a 2 dimensional Brownian motion with controllable drift in the positive quadrant