The Wiener disorder problem with finite horizon (Q860699)
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scientific article; zbMATH DE number 5083378
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| default for all languages | No label defined |
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| English | The Wiener disorder problem with finite horizon |
scientific article; zbMATH DE number 5083378 |
Statements
The Wiener disorder problem with finite horizon (English)
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9 January 2007
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Wiener process
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optimal stopping
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parabolic free-boundary problem
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nonlinear Volterra integral equation of the second kind
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curved boundary
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change-of-variable formula with local time on curves
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0.8732702732086182
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0.847389280796051
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0.8401551842689514
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0.835720956325531
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0.8215473294258118
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