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Full-Text Articles in Physical Sciences and Mathematics
On The Optimal Stopping Time Problem For Degenerate Diffusions, J. L. Menaldi
On The Optimal Stopping Time Problem For Degenerate Diffusions, J. L. Menaldi
Mathematics Faculty Research Publications
In this paper we give a characterization of the optimal cost of a stopping time problem as the maximum solution of a variational inequality without coercivity. Some properties of continuity for the optimal cost are also given.