A free boundary characterisation of the root barrier for Markov processes
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Publication:2032420
DOI10.1007/s00440-021-01052-6zbMath1484.60050arXiv1905.13174OpenAlexW3159722075MaRDI QIDQ2032420
Christina Z. Zou, Paul Gassiat, Harald Oberhauser
Publication date: 11 June 2021
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.13174
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)
Related Items
On the continuity of the root barrier ⋮ Shadows and barriers ⋮ Optimal stopping of stochastic transport minimizing submartingale costs
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