Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748)
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scientific article; zbMATH DE number 7039131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity of the optimal stopping boundary for two-dimensional diffusions |
scientific article; zbMATH DE number 7039131 |
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Continuity of the optimal stopping boundary for two-dimensional diffusions (English)
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20 March 2019
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optimal stopping
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free boundary
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continuity of the optimal stopping boundary
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two-dimensional diffusion process
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smooth fit
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second-order parabolic/elliptic PDE
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local time-space calculus
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