{"entities":{"Q1994915":{"pageid":2005657,"ns":120,"title":"Item:Q1994915","lastrevid":78337685,"modified":"2026-05-06T11:21:14Z","type":"item","id":"Q1994915","labels":{"en":{"language":"en","value":"The shape of the value function under Poisson optimal stopping"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7312690"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$45762CDB-F26F-4C0D-993B-B9F514FE6518","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"26024bbe6f0308e76e4d4ac744fe4059d6c8ace4","datavalue":{"value":{"text":"The shape of the value function under Poisson optimal stopping","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1994915$C3600E6C-85CD-41B8-BC5A-9549301656CF","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bb92b6a44456e18a3a521a79902c52ce0cc13d56","datavalue":{"value":"1466.60084","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1994915$1353B364-61D9-4533-940E-C2B97253A99D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"6b1bc8ff86b0d611198f37c7482e397c444188a5","datavalue":{"value":{"entity-type":"item","numeric-id":1265765,"id":"Q1265765"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$35F0CA0E-4385-41A5-ACB9-AEB3CCBBE99D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$555E5B6C-B13A-4F48-BB26-987F304CCC9D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"62c65c68b7bf9ecbb68d021649cd5dea931c0173","datavalue":{"value":{"time":"+2021-02-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1994915$878CB5F6-DDF5-4F7E-980F-C693DFEB8BFE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"99d8ffc2396a11cc09d3905566f4fe25a7d9e72f","datavalue":{"value":"https://arxiv.org/abs/2003.03834","type":"string"},"datatype":"url"},"type":"statement","id":"Q1994915$10B6E108-B557-494D-B13D-58FFEA89508D","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d8fa65ad858b4e3f869eee19e3676405cdeaffe5","datavalue":{"value":"The author studies a Poisson optimal stopping of a diffusion process, i.e., the maximization takes place over all event times of an independent, inhomogeneous Poisson process with rate \\(\\theta=\\theta(X_t)\\), \\(t\\geq 0\\). The aim is to check if the value function \\(V_\\theta(x)=\\sup_{\\tau\\in \\mathcal T}\\textbf{E}_x[e^{-\\beta\\tau}g(X_\\tau)]\\), where \\(\\mathcal{T}\\) is the set of all stopping times taking values at an event time of prescribed Poisson process, inherits monotonicity and convexity properties from \\(g\\). It is shown that monotonicity (respectively convexity) of \\(V_\\theta(x)\\) in \\(x\\) depends on the monotonicity (respectively convexity) of the quantity \\(\\frac{\\theta(x)g(x)}{\\theta(x)+\\beta}\\) rather than g. The proof uses stochastic coupling technique.  It is worth noting that a closely related formulation of the optimal stopping task considered in this paper is the Eflving's problem (see [\\textit{G. Elfving}, J. Appl. Probab. 4, 77--89 (1967; Zbl 0183.20705); \\textit{D. O. Siegmund}, Ann. Math. Stat. 38, 1627--1640 (1967; Zbl 0183.20706); \\textit{R. Righter}, Probab. Eng. Inf. Sci. 1, 189--202 (1987; Zbl 1133.90415)]).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1994915$15EB0E3C-02BB-48B1-93F1-891F85E0F762","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1994915$02FB8E57-190B-4EDD-99ED-06686380FEBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1994915$98722933-7272-4F26-AC5E-755D6C66A094","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e5e85210ff938136bc18753b35bd2894d7d11990","datavalue":{"value":"60B05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1994915$390F9D42-EAEA-41AE-B1FD-E14145ED0080","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"653b330481d4b1df02c858cd6e95d8992baddd17","datavalue":{"value":"7312690","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1994915$5367FF31-4804-4711-8793-6280B41684C7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c1483ac7f09d95ad94faeb44f7f2fccb8803bb4a","datavalue":{"value":"Poisson optimal stopping","type":"string"},"datatype":"string"},"type":"statement","id":"Q1994915$AB2AF208-111E-46C2-A3BC-35D04AB76E4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"eefbe983eebe840199bee96be2811dba634cd816","datavalue":{"value":"diffusion process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1994915$6F568414-D512-4243-A8C3-8CDEC7CB4FA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9e0ec3ce918e80a93b2d9fbea3dddfc6578deb86","datavalue":{"value":"monotonicity and convexity","type":"string"},"datatype":"string"},"type":"statement","id":"Q1994915$805D8A5E-08DA-46F5-9C5D-A25981D25598","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cde0b5753e7bee56433fc0efda8d5d3fd8ff2812","datavalue":{"value":"coupling","type":"string"},"datatype":"string"},"type":"statement","id":"Q1994915$84652ABE-1D64-4AC4-93BC-F30059020C20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1aa333e6afabbafc4ea360e8e26d1993c2dcadba","datavalue":{"value":"time-change","type":"string"},"datatype":"string"},"type":"statement","id":"Q1994915$17FCA127-0736-4BAC-B201-47E913027677","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ec3e05d98779d46740c66c09531c060d978b1d6d","datavalue":{"value":{"entity-type":"item","numeric-id":1656863,"id":"Q1656863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$772FF38C-F188-41DE-9282-F97438C50515","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$51389AC8-8A9B-4806-850D-E4B3C8650B01","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"25a6d009b2e9b042f2e081ffa69a3bb5356aa242","datavalue":{"value":"W3112970775","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1994915$4150F2F8-A095-4E5B-A5E0-D5753C338E4C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e24159fdb0d39c3373791255e52010fc19651be","datavalue":{"value":{"entity-type":"item","numeric-id":1429116,"id":"Q1429116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$C94AA100-8533-4BFE-86E8-3B55DD467693","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"583d70b3e1d85aa516679395195d5a4f412f1f7b","datavalue":{"value":{"entity-type":"item","numeric-id":3169212,"id":"Q3169212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$D816D79C-0E84-4C8E-A5D0-F06E63FE6E5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f8f82acc96ba68e615b6462d6333f3cbb391491","datavalue":{"value":{"entity-type":"item","numeric-id":3150773,"id":"Q3150773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$4F70CB13-60FD-4EA8-B3E4-CA8E7950F889","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"baa67871e751c24ef6bd08be3d73ebaec857f741","datavalue":{"value":{"entity-type":"item","numeric-id":2574594,"id":"Q2574594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$EA35A8FE-6572-4E38-9C39-03A12FDF72BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"48932d6b2efd61d0fbfffaada6fc11a73b8200a3","datavalue":{"value":{"entity-type":"item","numeric-id":4547102,"id":"Q4547102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$5369B32F-BAD8-4100-95C8-BB6F9D559040","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da72fd222e37fd4a687904752206bf186ccd9b05","datavalue":{"value":{"entity-type":"item","numeric-id":2485809,"id":"Q2485809"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$43CBBA56-53D0-43BE-B9D0-6A4DC1AC3AB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee2a9be5d0e93303388f9842c185ca595f29f07b","datavalue":{"value":{"entity-type":"item","numeric-id":4213035,"id":"Q4213035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$293D8B06-B090-4110-B2BA-CCA8D777C291","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"229792ffffeb41603a93fec9db94e0ad1e7ca571","datavalue":{"value":{"entity-type":"item","numeric-id":3706262,"id":"Q3706262"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$006A4C55-C734-4544-ADDF-D060402F79B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8b44461ea9c02005408cdac379a61976db759869","datavalue":{"value":{"entity-type":"item","numeric-id":2875728,"id":"Q2875728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$09E321D0-0D52-44F4-92CE-4003A5C8BEF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a1b7cd2e9343fffb544e22be795dba3cbadeb8f","datavalue":{"value":{"entity-type":"item","numeric-id":1296625,"id":"Q1296625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$36EB5BEB-B88B-43C7-9957-4C68D640D508","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4c698a06fc317a9736df1665fc1ebc605865cc9","datavalue":{"value":{"entity-type":"item","numeric-id":4002114,"id":"Q4002114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$24B81BFD-BF12-4064-A2EE-DCF9FA99FDDE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e6930939b54e4b577c79ff3313793012a92f2af3","datavalue":{"value":{"entity-type":"item","numeric-id":5294260,"id":"Q5294260"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$6427B29A-4059-4944-8793-715AE58219FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"42e07c6aa162dcc658cbd709ee031a312fbf9f16","datavalue":{"value":{"entity-type":"item","numeric-id":2391931,"id":"Q2391931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$4B634A2F-3552-4DFB-B60B-2B2533D9A676","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2cf7320b898d13dfa91742831e7b9986066e9d17","datavalue":{"value":{"entity-type":"item","numeric-id":316899,"id":"Q316899"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$715FB558-5A24-4990-9E5E-742B7A7FD3A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe7663f9eebb7126926d582a0765829060dd28f5","datavalue":{"value":{"entity-type":"item","numeric-id":4024529,"id":"Q4024529"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$591FD1DE-A8DA-4A7D-B713-405EB137308F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"805fdb270382c8a6ac8083fc52725b8d9508e80e","datavalue":{"value":{"entity-type":"item","numeric-id":2822797,"id":"Q2822797"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$4E41BE9E-5FEF-402A-AFD4-5BF7970CDD20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$21F3A093-1242-49E5-B537-F4F9BEADDE41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fba4cbaf8626c697c3fdfac486e8430d0fcfe8d","datavalue":{"value":{"entity-type":"item","numeric-id":4226355,"id":"Q4226355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$6F00B4B6-4F74-4446-9190-822FAD0AF45F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce45b4650495d48f539054da832c41dadd7fea9b","datavalue":{"value":{"entity-type":"item","numeric-id":2743217,"id":"Q2743217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1994915$3E87F731-9625-479C-9757-8C65A43F2F74","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f302874d82ba6de5a9c127388c924f4f51ca0271","datavalue":{"value":"10.1016/J.SPA.2020.12.001","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1994915$97800808-BAF5-4F30-BA67-A5CE67B290E0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"16eb5446b039d129498cb75ddc7234f4275d3f35","datavalue":{"value":{"entity-type":"item","numeric-id":4680643,"id":"Q4680643"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f6b332ce74a077226232819b3e617b2760b280e","datavalue":{"value":{"amount":"+0.7890833616256714","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1994915$E12FCD7B-9834-4DD4-8CD2-1FDB784B2F7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dd89fcf9a4df9ce07c936b167090aa9e3c8071d8","datavalue":{"value":{"entity-type":"item","numeric-id":734634,"id":"Q734634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a89f1c5e05e3b67804a064341af6bf2ecb09abf","datavalue":{"value":{"amount":"+0.7616915106773376","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1994915$B64A2E83-6326-403F-A58E-0021B3C78C46","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4cf06fba9e53ceddae8bfdc804e4b1990cc54e6b","datavalue":{"value":{"entity-type":"item","numeric-id":1652942,"id":"Q1652942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"789819b8611f619116dc8c4f98ed4249a42cc7e5","datavalue":{"value":{"amount":"+0.7601727247238159","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1994915$5282EA09-BAF3-46AB-8EF5-E316BF56AE8E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fe59518750a35925c4ebcf48f33d66c40b7adc34","datavalue":{"value":{"entity-type":"item","numeric-id":3566397,"id":"Q3566397"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d06e50633f9b24a5d9389819216f39599e99fffb","datavalue":{"value":{"amount":"+0.7575880885124207","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1994915$FE57ED94-8124-4542-8D9B-A87700A06B11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c212687f1809536b8bfe29e30898ba2205901058","datavalue":{"value":{"entity-type":"item","numeric-id":2511558,"id":"Q2511558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f9d3730fbac44df3f0e822c7e58435bb1984b57a","datavalue":{"value":{"amount":"+0.7571288347244263","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1994915$24AC50CB-BF59-4E08-ABD8-B2E85C60DBC3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The shape of the value function under Poisson optimal stopping","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_shape_of_the_value_function_under_Poisson_optimal_stopping"}}}}}