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Publication:3959861
zbMath0495.93065MaRDI QIDQ3959861
J. Szpirglas, Gerald Mazziotto
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian sheetSnell envelopeoptimal stopping pointbi-Brownian processoptimal stopping of two-parameter processes
Variational inequalities (49J40) Brownian motion (60J65) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Existence of optimal solutions to problems involving randomness (49J55)
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