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Threshold stopping rules for diffusion processes and Stefan’s problem

✍ Scribed by V. I. Arkin, A. D. Slastnikov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On an Optimal Stopping Problem of Time I

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Optimal Stopping Rules for Stochastic Pr

✍ Fakeev, A. G. 📂 Article 📅 1970 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 684 KB

A Variational Approach to Optimal Stoppi

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✍ Novikov, Alexander; Shiryaev, Albert 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 169 KB