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Publication:3324742
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zbMath0538.60035MaRDI QIDQ3324742

Erik Lenglart, Claude Dellacherie

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=SPS_1982__16__298_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07)


Related Items (8)

Reflected and doubly reflected BSDEs driven by RCLL martingales ⋮ A stochastic representation theorem with applications to optimization and obstacle problems. ⋮ On Gittins' index theorem in continuous time ⋮ A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times ⋮ On an integral equation for the free-boundary of stochastic, irreversible investment problems ⋮ Optimal stopping with \(f\)-expectations: the irregular case ⋮ Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints ⋮ On a stochastic representation theorem for Meyer-measurable processes







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