Parada optima con horizonte aleatorio

DOI10.1007/BF02863521zbMath0734.60045MaRDI QIDQ3361640

Gerardo Sanz Sáiz

Publication date: 1989

Published in: Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40526

zbMATH Keywords

optimal stoppingBrownian motionB-excessive functionsstopping domains

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Stochastic differential equations. An introduction with applications
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
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