A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes
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Publication:4765495
DOI10.2307/1996423zbMath0279.35049OpenAlexW4244226421MaRDI QIDQ4765495
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1996423
Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Statistical decision theory (62C99)
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