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A Variational Approach to Optimal Stopping Problems for Dif..:
Arkin, V. I.
;
Slastnikov, A. D.
Theory of Probability & Its Applications. 53 (2009) 3 - p. 467-480 , 2009
Link:
https://doi.org/10.1137/s0040585x97983766
RT Journal T1 <Title>A Variational Approach to Optimal Stopping Problems for Diffusion Processes</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_s0040585x97983766&Exemplar=1&LAN=DE A1 Arkin, V. I. A1 Slastnikov, A. D. PB Society for Industrial & Applied Mathematics (SIAM) YR 2009 SN 0040-585X SN 1095-7219 JF Theory of Probability & Its Applications VO 53 IS 3 SP 467 OP 480 LK http://dx.doi.org/https://doi.org/10.1137/s0040585x97983766 DO https://doi.org/10.1137/s0040585x97983766 SF ELIB - SuUB Bremen
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