Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential

DOI10.1007/BF01168289zbMath0205.45101MaRDI QIDQ2542383

Hermann Rost

Publication date: 1970

Published in: Manuscripta Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/154027

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)

Related Items (9)

Embedding in Brownian motion with drift and the Azéma-Yor construction ⋮ Structural properties of randomized times ⋮ The distribution of Brownian motion in \(R^ n\) at a natural stopping time ⋮ A free boundary characterisation of the root barrier for Markov processes ⋮ Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs ⋮ The stopping distributions of a Markov process ⋮ On Skorokhod embeddings and Poisson equations ⋮ Stopped distributions for Markov processes in duality ⋮ Stopping distributions for right processes

Cites Work

• Markoff processes and potentials. I, II, III
• Quelques résultats sur les processus de Markov
• Generalized sweeping-out and probability
• Markov-Ketten bei sich füllenden Löchern im Zustandsraum
• [https://portal.mardi4nfdi.de/wiki/Publication:5587564 Darstellung einer Ordnung von Ma�en durch Stoppzeiten]
• Unnamed Item

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