Optimal stopping problems for some Markov processes
type: Item
instance of: scholarly article
title: Optimal stopping problems for some Markov processes
zbMATH Open document ID: 1246.60065
DOI: 10.1214/11-AAP795
author: Mamadou Cissé
author: Pierre Patie
author: Etienne Tanré
published in: The Annals of Applied Probability
publication date: 2012-07-08T00:00:00Z
full work available at URL: https://arxiv.org/abs/1106.3158
full work available at URL: https://projecteuclid.org/euclid.aoap/1337347544
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6053744
zbMATH Keywords: optimal stopping problems
zbMATH Keywords: Doob's \(h\)-transform
zbMATH Keywords: excessive functions
zbMATH Keywords: Feller processes
Wikidata QID: Q60920724
MaRDI profile type: Publication
arXiv ID: 1106.3158
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OpenAlex ID: W3101216347
description: scientific article; zbMATH DE number 6053744