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Q5193075 - MaRDI portal

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scientific article; zbMATH DE number 5593404
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English
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scientific article; zbMATH DE number 5593404

    Statements

    author
    Georgios Dimakos
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    Athina Karantzi
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    publication date
    10 August 2009
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    zbMATH Keywords
    optimal stopping
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    Brownian motion
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    Markov process
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    Snell's envelope
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    Doob's decomposition
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    martingale
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    91B70
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    60J65
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    93E20
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    zbMATH DE Number
    5593404
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