On the sequential testing problem for some diffusion processes (Q3108378)
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scientific article; zbMATH DE number 5994075
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| English | On the sequential testing problem for some diffusion processes |
scientific article; zbMATH DE number 5994075 |
Statements
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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0.9342218
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0.9287598
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0.91568077
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0.9141673
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0.9016162
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