On the principle of smooth fit for killed diffusions (Q967705)
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scientific article; zbMATH DE number 5703030
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the principle of smooth fit for killed diffusions |
scientific article; zbMATH DE number 5703030 |
Statements
On the principle of smooth fit for killed diffusions (English)
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30 April 2010
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optimal stopping
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discounted optimal stopping
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principle of smooth fit
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regular diffusion process
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killed diffusion process
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scale function
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concave function
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0.885696530342102
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0.828915536403656
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0.8196022510528564
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0.783105194568634
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