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Differentsial'nye Uravneniya, 1973, Volume 9, Number 4, Pages 702–708 (Mi de1872)  

Partial Differential Equations

Optimal stopping of diffusion processes, and parabolic variational inequalities

T. Tobias

Institute of Cybernetics, Academy of Sciences of the Estonian SSR
Received: 20.12.1971
Bibliographic databases:
Document Type: Article
UDC: 517.946
Language: Russian
Citation: T. Tobias, “Optimal stopping of diffusion processes, and parabolic variational inequalities”, Differ. Uravn., 9:4 (1973), 702–708
Citation in format AMSBIB
\Bibitem{Tob73}
\by T.~Tobias
\paper Optimal stopping of diffusion processes, and parabolic variational inequalities
\jour Differ. Uravn.
\yr 1973
\vol 9
\issue 4
\pages 702--708
\mathnet{http://mi.mathnet.ru/de1872}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=324783}
\zmath{https://zbmath.org/?q=an:0275.60059}
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  • https://www.mathnet.ru/eng/de1872
  • https://www.mathnet.ru/eng/de/v9/i4/p702
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