Stopping for two-dimensional stochastic processes
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Publication:1137312
DOI10.1016/0304-4149(80)90004-6zbMath0428.60050OpenAlexW2002417298MaRDI QIDQ1137312
Publication date: 1980
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(80)90004-6
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Generalized stochastic processes (60G20)
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