On the sequential testing problem for some diffusion processes (Q3108378): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sequential testing problem for some diffusion processes |
scientific article |
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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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