On optimal stopping and free boundary problems
From MaRDI portal
Publication:1230176
DOI10.1007/BF00250676zbMath0336.35047MaRDI QIDQ1230176
Publication date: 1976
Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)
60J65: Brownian motion
35K05: Heat equation
93E20: Optimal stochastic control
35A22: Transform methods (e.g., integral transforms) applied to PDEs
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