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Two‐state‐variable stochastic tree problems - MaRDI portal

Two‐state‐variable stochastic tree problems (Q4299560)

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scientific article; zbMATH DE number 600221
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Two‐state‐variable stochastic tree problems
scientific article; zbMATH DE number 600221

    Statements

    Two‐state‐variable stochastic tree problems (English)
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    4 July 1994
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    stochastic tree problem
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    two-state-variable case
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    Wiener processes
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    optimal cutting time
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    free-boundary problem
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