<div class="csl-bib-body">
<div class="csl-entry">Grandits, P. (2019). A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. <i>THEORY OF PROBABILITY AND ITS APPLICATIONS</i>, <i>64</i>(4), 811–823. https://doi.org/10.4213/tvp5276</div>
</div>
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0040-585X
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http://hdl.handle.net/20.500.12708/144147
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en
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dc.publisher
SIAM PUBLICATIONS
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dc.relation.ispartof
THEORY OF PROBABILITY AND ITS APPLICATIONS
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dc.subject
ruin probabilities
en
dc.subject
optimal control problem
en
dc.subject
atlas model
en
dc.subject
free boundary problems
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dc.title
A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant
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Artikel
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Article
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811
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823
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Short/Brief/Rapid Communication
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Fundamental Mathematics Research
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30
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THEORY OF PROBABILITY AND ITS APPLICATIONS
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E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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10.4213/tvp5276
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1095-7219
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Mathematical Methods in Economics and Stochastics
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E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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E105 - Institut für Stochastik und Wirtschaftsmathematik
