scientific article; zbMATH DE number 3879838

MaRDI QIDQ3345520zbMATH OpenFDO

Authors Makiko Nisio

Publication date 1982

zbMATH Keywords

controlled stochastic differential equationfree boundary problem of parabolic typeoptimal stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(9)

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