Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
type: Item
instance of: scholarly article
title: Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
zbMATH Open document ID: 0582.60053
DOI: 10.1080/17442508508833356
author: Yu-Chung Liao
author: Suzanne Lenhart
published in: Stochastics
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 3932124
zbMATH Keywords: optimal stopping problem
zbMATH Keywords: variational inequality
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/17442508508833356
OpenAlex ID: W2060253892
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description: scientific article