Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation (Q3581314): Difference between revisions
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Latest revision as of 11:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation |
scientific article |
Statements
Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation (English)
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16 August 2010
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optimal stopping
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free boundary problem
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one-dimensional diffusion
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Engelbert-Schmidt conditions
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local times
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occupation times formula
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Itô-Tanaka formula
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viscosity solution of a one-dimensional ODE of second order
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