A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions (Q2810055)
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scientific article; zbMATH DE number 6587749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions |
scientific article; zbMATH DE number 6587749 |
Statements
31 May 2016
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optimal stopping
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one-dimensional diffusions
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stochastic differential equation
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free boundary problems
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continuous free boundaries
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second-order linear parabolic PDEs
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0.9220128
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0.91221523
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0.91133213
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0.91123754
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0.90997475
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0.9064313
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0.9051466
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0.9039407
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0.9007026
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A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions (English)
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