A stochastic Stefan-type problem under first-order boundary conditions
Metadata only
Author
Date
2018-08Type
- Journal Article
Publication status
publishedExternal links
Journal / series
The Annals of Applied ProbabilityVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsSubject
Stochastic partial differential equations; Stefan problem; moving boundary problem; limit order bookOrganisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
Funding
163425 - Tractable Stopping Problems in Finance (SNF)
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Is new version of: http://hdl.handle.net/20.500.11850/126831
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