Before revision:  The new integral equation allows to explicitly find the free boundary, b , in some so far unsolved cases, as when  X is a three-dimensional Bessel process or a CEV process.
After revision:  The new integral equation allows to explicitly find the free boundary, b , 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.