Control and stopping of a diffusion process on an interval
type: Item
instance of: scholarly article
title: Control and stopping of a diffusion process on an interval
zbMATH Open document ID: 0938.93067
author: Ioannis Karatzas
author: William D. Sudderth
published in: The Annals of Applied Probability
publication date: 2000-06-27T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 1319823
zbMATH Keywords: optimal stopping
zbMATH Keywords: stopping time
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1029962601
OpenAlex ID: W1987538014
cites work: Q3925594
cites work: Q5604273
cites work: Optimal Stopping of a Markov Process
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cites work: Q4002114
cites work: Continuous-Time Red and Black: How to Control a Diffusion to a Goal
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DOI: 10.1214/AOAP/1029962601
description: scientific article; zbMATH DE number 1319823