scientific article; zbMATH DE number 5016447
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American option problemsfree-boundary problemlocal time-space calculusmaximal inequalitiesmaximum processoptimal stopping problemprinciples of smooth and continuous fitsequential testing and quickest disorder detection problemsultimate maximum
Free boundary problems for PDEs (35R35) Other nonlinear integral equations (45G10) Systems of nonlinear integral equations (45G15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Bayesian problems; characterization of Bayes procedures (62C10) Optimal stopping in statistics (62L15)
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