Numerical Solution of a Parabolic Free Boundary Problem Arising in Statistical Decision Theory
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Publication:5629187
DOI10.2307/2005204zbMath0223.65066OpenAlexW4250917859MaRDI QIDQ5629187
Publication date: 1971
Full work available at URL: https://doi.org/10.2307/2005204
Heat equation (35K05) Empirical decision procedures; empirical Bayes procedures (62C12) Method of lines for boundary value problems involving PDEs (65N40) Probabilistic methods, stochastic differential equations (65C99)
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