Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468): Difference between revisions

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Latest revision as of 12:58, 27 June 2024

scientific article; zbMATH DE number 5210756
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English
Corrected random walk approximations to free boundary problems in optimal stopping
scientific article; zbMATH DE number 5210756

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    Corrected random walk approximations to free boundary problems in optimal stopping (English)
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    12 November 2007
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    free boundary partial differential equation
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    renewal theory
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    singular stochastic control
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