Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation (Q3581314)
From MaRDI portal
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)
0 references
16 August 2010
0 references
optimal stopping
0 references
free boundary problem
0 references
one-dimensional diffusion
0 references
Engelbert-Schmidt conditions
0 references
local times
0 references
occupation times formula
0 references
Itô-Tanaka formula
0 references
viscosity solution of a one-dimensional ODE of second order
0 references
