Threshold stopping rules for diffusion processes and Stefan's problem
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Publication:1930852
DOI10.1134/S106456241204031XzbMath1393.60083MaRDI QIDQ1930852
Alexander D. Slastnikov, Vadim I. Arkin
Publication date: 14 January 2013
Published in: Doklady Mathematics (Search for Journal in Brave)
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
35R35: Free boundary problems for PDEs
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