Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902)
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scientific article; zbMATH DE number 7325602
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| English | Global \(C^1\) regularity of the value function in optimal stopping problems |
scientific article; zbMATH DE number 7325602 |
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Global \(C^1\) regularity of the value function in optimal stopping problems (English)
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18 March 2021
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optimal stopping problem
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strong Markov/Feller process
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free boundary problem
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regularity of the value function
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regularity of a boundary point
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regularity of a stochastic flow
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smooth fit
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0.9262048
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0.9078512
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0.9069702
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0.88405406
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