Search Results for: Optimal Stopping And Free Boundary Problems

This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the the

The book aims at disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems in analysis using minimal tools

This book collects refereed lectures and communications presented at the Free Boundary Problems Conference (FBP2005). These discuss the mathematics of a broad c

This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic contro