Some diffusion models for the mabinogion sheep problem of williams

DOI10.2307/1428180MaRDI QIDQ4715305zbMATH OpenOpenAlexWikidataFDO

Authors Terence Chan

Publication date 12 November 1996

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1428180

zbMATH Keywords

diffusion processesfree boundary problemssingular control

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Optimal stochastic control (93E20)

Cited in

(1)

• On the Mabinogion urn model

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