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Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions - MaRDI portal

Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions (Q1138296)

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scientific article; zbMATH DE number 3671420
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Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions
scientific article; zbMATH DE number 3671420

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    Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions (English)
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    1979
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    optimal stopping
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    stochastic differential representations
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    Identifiers