scientific article; zbMATH DE number 1983453

MaRDI QIDQ4427401zbMATH OpenFDO

Authors Goran Peskir, Jesper Lund Pedersen

Publication date 20 February 2004

zbMATH Keywords

Brownian motionfirst passage problemfree-boundary value problemoptimal stopping

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) Other nonlinear integral equations (45G10) Stopping times; optimal stopping problems; gambling theory (60G40)

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(14)

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• Anscombe's model for sequential clinical trials revisited
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