Detecting the Maximum of a Scalar Diffusion with Negative Drift (Q4905918): Difference between revisions
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Revision as of 17:58, 5 March 2024
scientific article; zbMATH DE number 6137798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting the Maximum of a Scalar Diffusion with Negative Drift |
scientific article; zbMATH DE number 6137798 |
Statements
Detecting the Maximum of a Scalar Diffusion with Negative Drift (English)
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21 February 2013
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maximum process
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optimal stopping
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free-boundary problem
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smooth fit
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verification argument
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Markov process
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ordinary differential equation
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