Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236)
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scientific article; zbMATH DE number 7270299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of Threshold Stopping Times for Diffusion Processes |
scientific article; zbMATH DE number 7270299 |
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Optimality of Threshold Stopping Times for Diffusion Processes (English)
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5 November 2020
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diffusion processes
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optimal stopping
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threshold stopping time
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free-boundary problem
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