Constrained dynkin's stopping problem with continuous parameter

DOI10.1080/17442508908833546zbMath0677.62077OpenAlexW1975765441MaRDI QIDQ3833462

Yoshio Ohtsubo

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833546

zbMATH Keywords

constraintscontinuous time

Mathematics Subject Classification ID

2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

Dynkin's games and Israeli options

Cites Work

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• Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint
• Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski

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