{"paper":{"title":"A Measure-Valued Obstacle Problem for an Obliquely Reflected Diffusion with a Max-Type Payoff","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"math.AP","authors_text":"Jiguang Yu, Louis Shuo Wang, Ye Liang","submitted_at":"2026-06-17T13:44:01Z","abstract_excerpt":"We study an obliquely reflected optimal stopping problem in the nonnegative quadrant with nonsmooth max-type payoff \\(G(x)=x_1\\vee\\alpha x_2\\), and we develop a measure-valued potential-theoretic formulation of the associated obstacle problem. The kink of \\(G\\) on the diagonal \\(x_1=\\alpha x_2\\) produces a singular surface measure in the distributional generator, while the oblique reflection directions generate boundary local-time contributions on the coordinate faces. Together with the absolutely continuous stopping gain, these terms define a total signed stopping measure \\(\\Gtot\\). We derive"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2606.19070","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2606.19070/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}