On free boundary problems arising in probability theory (existence theorems)

DOI10.1070/RM1997V052N01ABEH001750MaRDI QIDQ4386650zbMATH OpenOpenAlexFDO

Authors Gopinath Kallianpur, Olga Arsenevna Oleĭnik

Publication date 5 January 1999

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1997v052n01abeh001750

zbMATH Keywords

Markov processoptimal stopping

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inverse problems for PDEs (35R30) Stopping times; optimal stopping problems; gambling theory (60G40)

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