On optimal stopping and free boundary problems under ambiguity
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Publication:1643751
DOI10.1016/j.spl.2018.04.005zbMath1391.60088OpenAlexW2799928454MaRDI QIDQ1643751
Gaofeng Zong, Kun Zhai, Guo-Qing Zhao
Publication date: 20 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.04.005
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)
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