scientific article; zbMATH DE number 4126415

MaRDI QIDQ4206181zbMATH OpenFDO

Authors B. Øksendal

Publication date 1990

zbMATH Keywords

free boundary problemshigh contact principle in optimal stoppingoptimal expected reward function

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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• Global C^1 regularity of the value function in optimal stopping problems
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