On the principle of smooth fit for killed diffusions.
Electronic Communications in Probability [electronic only] (2010)
- Volume: 15, page 89-98
- ISSN: 1083-589X
Access Full Article
top
How to cite
topSamee, Farman. "On the principle of smooth fit for killed diffusions.." Electronic Communications in Probability [electronic only] 15 (2010): 89-98. <http://eudml.org/doc/224389>.
@article{Samee2010,
author = {Samee, Farman},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {optimal stopping; discounted optimal stopping; principle of smooth fit; regular diffusion process; killed diffusion process; scale function; concave function},
language = {eng},
pages = {89-98},
publisher = {University of Washington},
title = {On the principle of smooth fit for killed diffusions.},
url = {http://eudml.org/doc/224389},
volume = {15},
year = {2010},
}
TY - JOUR
AU - Samee, Farman
TI - On the principle of smooth fit for killed diffusions.
JO - Electronic Communications in Probability [electronic only]
PY - 2010
PB - University of Washington
VL - 15
SP - 89
EP - 98
LA - eng
KW - optimal stopping; discounted optimal stopping; principle of smooth fit; regular diffusion process; killed diffusion process; scale function; concave function
UR - http://eudml.org/doc/224389
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.