Optimal Stopping of One-Dimensional Diffusions
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Publication:3725290
DOI10.1002/mana.19851240107zbMath0594.60080OpenAlexW2065132855MaRDI QIDQ3725290
Publication date: 1985
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19851240107
Optimal stochastic control (93E20) Diffusion processes (60J60) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50)
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