scientific article; zbMATH DE number 4199190

MaRDI QIDQ3350412zbMATH OpenFDO

Authors B. Øksendal

Publication date 1990

zbMATH Keywords

diffusion processDirichlet formsfluid flow in porous mediamoving boundary problemoptimal stopping

Mathematics Subject Classification ID

Dirichlet forms (31C25) Free boundary problems for PDEs (35R35) Stopping times; optimal stopping problems; gambling theory (60G40) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

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