ON STEFANS PROBLEM AND OPTIMAL STOPPING RULES FOR MARKOV PROCESSES

[1] BATHER JA, 1962, P CAMBRIDGE PHILOS S, V58, P226

[2] SEQUENTIAL-TESTS FOR MEAN OF NORMAL-DISTRIBUTION 2 (LARGE T) [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01): : 162 - &

[3] CHERNOFF H, 1961, 4 BERK S MATH STAT P, V1, P79

[4] CHOW WS, 1963, Z WAHRSCHEINLICHKEIT, V2, P33

[5] ON THE NUMERICAL INTEGRATION OF A PARABOLIC DIFFERENTIAL EQUATION SUBJECT TO A MOVING BOUNDARY CONDITION [J]. DUKE MATHEMATICAL JOURNAL, 1955, 22 (04) : 557 - 571

[6] Douglas J., 1957, P AM MATH SOC, V8, P402, DOI [10.1090/S0002-9939-1957-0092086-6, DOI 10.1090/S0002-9939-1957-0092086-6]

[7] DYNKIN EB, 1963, DOKL AKAD NAUK SSSR+, V150, P238

[8] Dynkin EB., 2006, THEORY MARKOV PROCES

[9] FRIEDMAN A, 1959, J MATH MECH, V8, P499

[10] CRITERIA OF TRUNCATION FOR OPTIMAL STOPPING TIME IN SEQUENTIAL ANALYSIS [J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (04): : 541 - &

[1] BATHER JA, 1962, P CAMBRIDGE PHILOS S, V58, P226

[2] SEQUENTIAL-TESTS FOR MEAN OF NORMAL-DISTRIBUTION 2 (LARGE T) [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01): : 162 - &

[3] CHERNOFF H, 1961, 4 BERK S MATH STAT P, V1, P79

[4] CHOW WS, 1963, Z WAHRSCHEINLICHKEIT, V2, P33

[5] ON THE NUMERICAL INTEGRATION OF A PARABOLIC DIFFERENTIAL EQUATION SUBJECT TO A MOVING BOUNDARY CONDITION [J]. DUKE MATHEMATICAL JOURNAL, 1955, 22 (04) : 557 - 571

[6] Douglas J., 1957, P AM MATH SOC, V8, P402, DOI [10.1090/S0002-9939-1957-0092086-6, DOI 10.1090/S0002-9939-1957-0092086-6]

[7] DYNKIN EB, 1963, DOKL AKAD NAUK SSSR+, V150, P238

[8] Dynkin EB., 2006, THEORY MARKOV PROCES

[9] FRIEDMAN A, 1959, J MATH MECH, V8, P499

[10] CRITERIA OF TRUNCATION FOR OPTIMAL STOPPING TIME IN SEQUENTIAL ANALYSIS [J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (04): : 541 - &