38 citations · 76 across the 11 of their papers we have counts for
Showing 2012 · math.PRShow all
2 papers · 2 filters
math.PR2012★ 24 cited
A zero-sum game between a singular stochastic controller and a discretionary stopper
Daniel Hernandez-Hernandez, Robert S. Simon, Mihail Zervos
We consider a stochastic differential equation that is controlled by means of an additive finite-variation process. A singular stochastic controller, who is a minimizer, determines…
math.PR2012★ 38 cited
On the Optimal Stopping of a One-dimensional Diffusion
Damien Lamberton, Mihail Zervos
We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be ina…