On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
- 1 January 1966
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 11 (4), 541-558
- https://doi.org/10.1137/1111060
Abstract
No abstract availableThis publication has 15 references indexed in Scilit:
- Markov ProcessesPublished by Springer Nature ,1965
- Some general results in sequential analysisBiometrika, 1964
- Sequential Tests for the Mean of a Normal Distribution II (Large $t$)The Annals of Mathematical Statistics, 1964
- On optimal stopping rulesProbability Theory and Related Fields, 1963
- Bayes procedures for deciding the Sign of a normal meanMathematical Proceedings of the Cambridge Philosophical Society, 1962
- Dynamic Programming and Decision TheoryJournal of the Royal Statistical Society Series C: Applied Statistics, 1961
- A uniqueness theorem for the solution of a Stefan problemProceedings of the American Mathematical Society, 1957
- Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solutionCommunications on Pure and Applied Mathematics, 1956
- On the numerical integration of a parabolic differential equation subject to a moving boundary conditionDuke Mathematical Journal, 1955
- Applications of martingale system theoremsTransactions of the American Mathematical Society, 1952