Optimal Stopping for Lévy Processes with One-Sided Solutions
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Publication:2822793
DOI10.1137/15M1032144zbMath1347.60045MaRDI QIDQ2822793
Ernesto Mordecki, Yuliya S. Mishura
Publication date: 5 October 2016
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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