On the Optimal Stopping Time Problem for Degenerate Diffusions
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Publication:3912458
DOI10.1137/0318052zbMath0462.93045OpenAlexW2013653178MaRDI QIDQ3912458
Publication date: 1980
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1053&context=mathfrp
Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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