Local times, optimal stopping and semimartingales
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Publication:2365749
DOI10.1214/AOP/1176989407zbMath0773.60031OpenAlexW2055077061MaRDI QIDQ2365749
Publication date: 29 June 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989407
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60) General theory of stochastic processes (60G07) Stochastic integral equations (60H20)
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