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Integral equations for Rost's reversed barriers: existence and uniqueness results - MaRDI portal

Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714)

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Integral equations for Rost's reversed barriers: existence and uniqueness results
scientific article

    Statements

    title
    Integral equations for Rost's reversed barriers: existence and uniqueness results (English)
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    author
    Tiziano De Angelis
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    Yerkin Kitapbayev
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    publication date
    11 September 2017
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    zbMATH Keywords
    Skorokhod embedding
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    Rost's reversed barriers
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    optimal stopping
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    Volterra integral equations
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    free-boundary problems
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    cites work
    Q4213429
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    Q3049602
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    Q3682852
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    Q5520962
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    Q3681889
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    Q3746623
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    Q3378055
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    Q5524051
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    Q3657166
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J65
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    60J55
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    45D05
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    35R35
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    zbMATH DE Number
    6773750
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    Wikidata QID
    Q57949998
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    OpenAlex ID
    W2964249756
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    arXiv ID
    1508.05858
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