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smicha's BibTeX entry:  

A leavable bounded-velocity stochastic control problem

Stochastic Processes and their Applications, 99(1): 31--51, 2002.
Authors: Ioannis Karatzas and Daniel Ocone
URL: http://www.sciencedirect.com/science/article/B6V1B-44VX2GJ-1/1/cfb896772896aca01d7e6dffe1d4a196
Description: Stochastic Processes and their Applications
Tags: Stochastic control
| URL | BibTeX  
@article{Karatzas2002,
title = {A leavable bounded-velocity stochastic control problem},
author = {Ioannis Karatzas and Daniel Ocone},
journal = {Stochastic Processes and their Applications},
month = {May},
number = {1},
pages = {31--51},
url = {http://www.sciencedirect.com/science/article/B6V1B-44VX2GJ-1/1/cfb896772896aca01d7e6dffe1d4a196},
volume = {99},
year = {2002},
description = {Stochastic Processes and their Applications},
keywords = {Stochastic control }
}