The high contact principle with reward functions involving initial points

DOI10.1155/2014/801791zbMath1407.60058OpenAlexW1965412610WikidataQ59069334 ScholiaQ59069334MaRDI QIDQ1719172

Dongmei Guo, Chunli Chu, Yi Hu, Jian-Kang Zhang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/801791

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Cites Work

• Stochastic differential equations. An introduction with applications.
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