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Optimal stopping and free-boundary problems

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Optimal stopping: General facts

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Optimal Stopping and Free-Boundary Problems

BOOK published 2006 in Lectures in Mathematics. ETH Zürich

Optimal stopping in stochastic analysis

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Optimal stopping in mathematical finance

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Optimal stopping in financial engineering

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Optimal stopping in mathematical statistics

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Methods of solution

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Stochastic processes: A brief review

BOOK CHAPTER published in Optimal Stopping and Free-Boundary Problems

Applications to Optimal Stopping Problems

BOOK CHAPTER published in Introductory Lectures on Fluctuations of Lévy Processes with Applications

10. Free-Boundary Problems

BOOK CHAPTER published January 1983 in Lectures on Mathematical Combustion

Non-self-adjoint eigenvalue problems

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems

Free Boundary Problems and their Stabilisation

BOOK CHAPTER published 2000 in Lectures on Applied Mathematics

Authors: J. R. Ockendon

Coerciveness

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems

Global existence

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems

Gårding’s inequality

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems

Some inequalities

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems

Elliptic operators

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems

Eigenvalue problems for elliptic equations; The self-adjoint case

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems

Notations and conventions

BOOK CHAPTER published 3 February 2010 in Lectures on Elliptic Boundary Value Problems