Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On an integral equation for the free-boundary of stochastic,
  irreversible investment problems   In this paper, we derive a new handy integral equation for the free-boundary
of infinite time horizon, continuous time, stochastic, irreversible investment
problems with uncertainty modeled as a one-dimensional, regular diffusion $X$.
The new integral equation allows to explicitly find the free-boundary
$b(\cdot)$ in some so far unsolved cases, as when the operating profit function
is not multiplicatively separable and $X$ is a three-dimensional Bessel process
or a CEV process. Our result follows from purely probabilistic arguments.
Indeed, we first show that $b(X(t))=l^*(t)$, with $l^*$ the unique optional
solution of a representation problem in the spirit of Bank-El Karoui [Ann.
Probab. 32 (2004) 1030-1067]; then, thanks to such an identification and the
fact that $l^*$ uniquely solves a backward stochastic equation, we find the
integral problem for the free-boundary.

18
The categories of this paper are: econ
9
The categories of this paper are: nlin
19
The categories of this paper are: eess
14
The categories of this paper are: math-ph
25
The categories of this paper are: patt-sol
37
The categories of this paper are: supr-con
35
The categories of this paper are: mtrl-th
36
The categories of this paper are: cmp-lg
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
3
The categories of this paper are: physics
32
The categories of this paper are: atom-ph
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
6
The categories of this paper are: astro-ph
24
The categories of this paper are: dg-ga