Splitting infinity: a de Finetti game with state-dependent profit rates and singular control for diffusions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chlebicki, Piotr, Lindensjö, Kristoffer
Format:	Preprint
Published:	2025
Subjects:	Probability Optimization and Control Primary 91A15, Secondary 91A10, 93E20, 60J70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.17438