Optimal local first exit time

DOI10.1007/s10958-009-9445-8zbMath1218.60032OpenAlexW2001196644MaRDI QIDQ1037017

S. S. Rasova, B. P. Kharlamov

Publication date: 13 November 2009

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-009-9445-8

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Exact solutions and transformations of heat and wave theory equations.
• Continuous Semi‐Markov Processes
• Unnamed Item
• Unnamed Item