An extended Fatou equation and continuous-time gambling

DOI10.2307/1426523zbMath0483.60036OpenAlexW2331871787MaRDI QIDQ3942138

Victor C. Pestien

Publication date: 1982

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426523

zbMATH Keywords

stopping timeregularity propertiescontinuous time gambler's problem

Mathematics Subject Classification ID

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

Related Items (1)

Martingales with given maxima and terminal distributions

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