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Threshold stopping rules for diffusion processes and Stefan’s problem

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Authors and Affiliations

  1. Central Economics and Mathematics Institute, Russian Academy of Sciences, Nakhimovskii pr. 47, Moscow, 117418, Russia

    V. I. Arkin & A. D. Slastnikov

Authors
  1. V. I. Arkin
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  2. A. D. Slastnikov
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Correspondence to V. I. Arkin.

Additional information

Original Russian Text © V.I. Arkin, A.D. Slastnikov, 2012, published in Doklady Akademii Nauk, 2012, Vol. 446, No. 3, pp. 247–250.

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Arkin, V.I., Slastnikov, A.D. Threshold stopping rules for diffusion processes and Stefan’s problem. Dokl. Math. 86, 626–629 (2012). https://doi.org/10.1134/S106456241204031X

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  • DOI: https://doi.org/10.1134/S106456241204031X

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