Stochastic optimal stopping problems in the theory of controlled random processes (Q6975141)
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scientific article; zbMATH DE number 8049375
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| default for all languages | No label defined |
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| English | Stochastic optimal stopping problems in the theory of controlled random processes |
scientific article; zbMATH DE number 8049375 |
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Stochastic optimal stopping problems in the theory of controlled random processes (English)
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5 June 2025
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optimal stopping
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white noise
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conditionally uniform distribution
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diffusion process
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Wiener process
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Dirichlet-Stefan problem
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infinitesimal operator
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Volterra equation
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Kummer's hypergeometric function
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risk function
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decision-making
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fractional Brownian motion
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