A free boundary characterisation of the Root barrier for Markov processes.

Autor: Gassiat, Paul1 (AUTHOR), Oberhauser, Harald2 (AUTHOR), Zou, Christina Z.2 (AUTHOR) christina.zou@maths.ox.ac.uk
Zdroj: Probability Theory & Related Fields. Jun2021, Vol. 180 Issue 1/2, p33-69. 37p.
Databáze: Academic Search Ultimate