A free boundary problem in stochastic optimal control
By: Ioannis Karatzas
Publisher: [publisher not identified]
Published: 1980
Place of publication: [New York]
Language: eng
Number of pages: 119
Subjects: Stochastic differential equations; Control theory
Notes: Microfilm (positive)  Ann Arbor, Mich. : University Microfilms International, 1980. -- 1 reel ; 35 mm. -- ([Publication] - University Microfilms International ; 80-16,964)

Thesis--Columbia University.

Bibliography: leaves 117-119.