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On the Novikov-Shiryaev optimal stopping problems in continuous time - MaRDI portal

On the Novikov-Shiryaev optimal stopping problems in continuous time (Q2433645)

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On the Novikov-Shiryaev optimal stopping problems in continuous time
scientific article

    Statements

    title
    On the Novikov-Shiryaev optimal stopping problems in continuous time (English)
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    author
    Andreas E. Kyprianou
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    Budhi A. Surya
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    publication date
    3 November 2006
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    Identifiers

    DOI
    10.1214/ECP.v10-1144
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    Mathematics Subject Classification ID
    60G40
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    60G51
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    91B70
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    zbMATH DE Number
    5070541
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    OpenAlex ID
    W2082613418
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