On the sequential testing problem for some diffusion processes (Q3108378): Difference between revisions

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Latest revision as of 19:53, 4 July 2024

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On the sequential testing problem for some diffusion processes
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    On the sequential testing problem for some diffusion processes (English)
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    3 January 2012
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    two-dimensional optimal stopping
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    stochastic boundary
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    parabolic-type free-boundary problem
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    change-of-variable formula
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    local time on surfaces
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