An optimal stopping problem for reflecting Brownian motions (Q6833767)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Unfortunately, we do not yet have an article page for this item.
scientific article; zbMATH DE number 8181171
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An optimal stopping problem for reflecting Brownian motions |
scientific article; zbMATH DE number 8181171 |
Statements
An optimal stopping problem for reflecting Brownian motions (English)
0 references
1 April 2026
0 references
reflecting Brownian motion
0 references
optimal stopping
0 references
Wald identity
0 references
elliptic partial differential equation
0 references
free boundary problem
0 references
nonlinear Fredholm integral equation
0 references
