Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zurich (closed)) - The book aims at disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems in analysis using minimal tools and focusing on key examples. The general theory of optimal stopping is exposed at the level of basic principles in both discrete and continuous time covering martingale and Markovian methods.-Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zurich (closed))
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