On optimal stopping and free boundary problems

DOI10.1007/BF00250676zbMath0336.35047OpenAlexW3136506851MaRDI QIDQ1230176

Pierre van Moerbeke

Publication date: 1976

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00250676

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05) Optimal stochastic control (93E20) Transform methods (e.g., integral transforms) applied to PDEs (35A22)

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