Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit (Q5245480)
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scientific article; zbMATH DE number 6423523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit |
scientific article; zbMATH DE number 6423523 |
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Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit (English)
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8 April 2015
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one-dimensional diffusions
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optimal stopping problems
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principle of smooth fit
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excessive functions
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sticky Brownian motion
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