DOI10.1155/S1048953398000136zbMath0918.60033MaRDI QIDQ1270301
Doncho S. Donchev
Publication date: 2 August 1999 Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave) Full work available at URL: https://eudml.org/doc/48193
zbMATH Keywords
Bellman equation; functional-differential equation; optimal detection of jump times
Mathematics Subject Classification ID
60G99: Stochastic processes
60H99: Stochastic analysis
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