Conjectured free-boundary solution for the EWF in Case IID
Let B=(B1,B2)B=(B_1,B_2)B=(B1,B2) be the two-dimensional Brownian motion on a filtered probability space (Ω,F,{Ft}t≥0,P)(\mathnormal{\Omega},\mathcal{F},\{\mathcal{F}_t\}_{t\ge 0},\mathbb{P})(Ω,F,{Ft}t≥0,P), and consider the…
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