On the principle of smooth fit for killed diffusions
type: Item
instance of: scholarly article
title: On the principle of smooth fit for killed diffusions
zbMATH Open document ID: 1201.60038
author: Farman Samee
published in: Electronic Communications in Probability
publication date: 2010-04-30T00:00:00Z
full work available at URL: https://eudml.org/doc/224389
full work available at URL: viewarticle5cd0.html
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 5703030
zbMATH Keywords: optimal stopping
zbMATH Keywords: discounted optimal stopping
zbMATH Keywords: principle of smooth fit
zbMATH Keywords: regular diffusion process
zbMATH Keywords: killed diffusion process
zbMATH Keywords: scale function
zbMATH Keywords: concave function
MaRDI profile type: Publication
DOI: 10.1214/ECP.V15-1531
description: scientific article; zbMATH DE number 5703030