Threshold stopping rules for diffusion processes and Stefan's problem

DOI10.1134/S106456241204031XzbMath1393.60083MaRDI QIDQ1930852

Alexander D. Slastnikov, Vadim I. Arkin

Publication date: 14 January 2013

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Free boundary problems for PDEs (35R35)

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Cites Work

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