On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes

DOI10.1137/040609549zbMath1128.60030OpenAlexW2033264121MaRDI QIDQ3427782

Yoichi Oshima

Publication date: 27 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d10c66bc6488974f1306b023e71b672ecd8ae860

zbMATH Keywords

optimal stoppingDirichlet formsquasi variational inequalitytime inhomogeneous diffusion processes

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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