Principle of smooth fit and diffusions with angles (Q3429346): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500601040461
+Normal rank
@@ Property / OpenAlex ID @@
+W2108884032
@@ Property / OpenAlex ID: W2108884032 / rank @@
+Normal rank
@@ Property / cites work @@
+Some remarks on first passage of Lévy processes, the American put and pasting principles
+Normal rank
@@ Property / cites work @@
+Reward functionals, salvage values, and optimal stopping
+Normal rank
@@ Property / cites work @@
+Optimal stopping problems for Brownian motion
@@ Property / cites work: Optimal stopping problems for Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
+Normal rank
@@ Property / cites work @@
+BOUNDARY THEORY OF MARKOV PROCESSES (THE DISCRETE CASE)
+Normal rank
@@ Property / cites work @@
+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
+Normal rank
@@ Property / cites work @@
+Local times, optimal stopping and semimartingales
@@ Property / cites work: Local times, optimal stopping and semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of One-Dimensional Diffusions
@@ Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3429346