On the optimal stopping of a one-dimensional diffusion
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Publication:388889
DOI10.1214/EJP.v18-2182zbMath1296.60101arXiv1207.5491MaRDI QIDQ388889
Mihail Zervos, Damien Lamberton
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.5491
Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Local time and additive functionals (60J55)
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