Solutions for Poissonian stopping problems of linear diffusions via extremal processes
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Publication:6496995
DOI10.1016/J.SPA.2024.104351MaRDI QIDQ6496995
Harto Saarinen, Luis H. R. Alvarez E., Wiljami Sillanpää, Jukka Lempa
Publication date: 6 May 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45)
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