Numerical Solution of a Parabolic Free Boundary Problem Arising in Statistical Decision Theory
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Publication:5629187
DOI10.2307/2005204zbMath0223.65066MaRDI QIDQ5629187
Publication date: 1971
Full work available at URL: https://doi.org/10.2307/2005204
35K05: Heat equation
62C12: Empirical decision procedures; empirical Bayes procedures
65N40: Method of lines for boundary value problems involving PDEs
65C99: Probabilistic methods, stochastic differential equations
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