and smooth fit, normal reflection, a change-of-variable formula with local time on surfaces, perpetual lookback American …(4) (1614–1640). [23] Peskir, G. (2004). A change-of-variable formula with local time on surfaces. Research Report No. 437, Dept …

formula with local time on surfaces we show that the optimal boundary can be characterized as a unique solution of a nonlinear … region determined by an increasing continuous boundary surface to a parabolic free-boundary problem. Using the change-of-variable … surface to a parabolic free-boundary problem. Using the change-of-variable formula with local time on surfaces we show that …