A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes

DOI10.2307/1996423zbMath0279.35049OpenAlexW4244226421MaRDI QIDQ4765495

Daniel B. Kotlow

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/1996423

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Statistical decision theory (62C99)

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Cites Work

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• An Implicit Free Boundary Problem for the Heat Equation