{"entities":{"Q2365749":{"pageid":2376492,"ns":120,"title":"Item:Q2365749","lastrevid":72612375,"modified":"2026-04-14T06:04:41Z","type":"item","id":"Q2365749","labels":{"en":{"language":"en","value":"Local times, optimal stopping and semimartingales"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 222712"}},"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":"Q2365749$8892D8BA-4533-4F6A-8119-1D44CA3CD725","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1a54016589d1810fef6fb174e17d3783103dc6e2","datavalue":{"value":{"text":"Local times, optimal stopping and semimartingales","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2365749$D3D47170-6F93-4D6D-A001-57541575E88E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a3fca8a8e18044ecd79f88dd63f153ffefd650db","datavalue":{"value":"0773.60031","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$FC01F6EC-9C3B-4795-B3C6-F1DA758C65A1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2365749$7E6E8999-AF88-4A7F-B89F-9B45AC6ADCF2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"be4381b75afe2df0dbe37cd1a66e006418c0c5aa","datavalue":{"value":{"time":"+1993-06-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2365749$AF147A1A-BC23-4892-91B6-8BE101CDAB03","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"09cc20bc7d8d3052746cf1ea6f855c17061e2b58","datavalue":{"value":"The author considers a martingale \\(X\\) such that \\(X\\) and its Snell envelope \\(S\\) are continuous and in \\(H^ 1\\). He gives a maximal characterization of \\(S\\) in terms of a stochastic differential equation involving the local time of \\(S-X\\) at zero. This result is applied to the optimal stopping problem for continuous functions of diffusions, yielding sufficient conditions for the smooth pasting condition to hold. Finally, the intuitive assertion that \\(S\\) is ``a martingale on the go-region and equal to \\(X\\) on the stop-region'' is shown to be incorrect by a counterexample.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2365749$AE0F0757-88E7-462F-B80C-A289F95E871C","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"7b5216524182c05be49019414dd0cdfe4dc64711","datavalue":{"value":{"entity-type":"item","numeric-id":333094,"id":"Q333094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2365749$F9B87898-23A4-426D-8913-1AE2470094AD","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"96985b9b4d60c0f935f371b2243a7deeef976496","datavalue":{"value":"60G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$B8F7AB80-BA8C-463E-9DC9-30E530A00C0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d88ea66d29b5b400c53d2b740493531db9c799d9","datavalue":{"value":"60G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$BDE9CD06-4E5D-47AA-B79D-F4AB28AE0058","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bbd6c7be78f8a554b6f4de6e2ed6c8b83908be16","datavalue":{"value":"60H20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$A13838ED-FC86-40DD-9018-79AEA0D18C9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$B726B916-BCC1-4A8B-8D38-2FF7B12A340B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c0ecd49782246b7fab028f912f49cd163073d4bd","datavalue":{"value":"60J25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$649DB759-1761-44F3-92FE-01DE03A46678","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$FC25F665-EEC5-48F4-A58F-95992708215F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5e759d9af0446da84f4425fc04de71ca280f5326","datavalue":{"value":"222712","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$33E70828-74C4-4292-B67F-A4CA4D86A027","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4993e36a2879c2ef1b7fe09170f32de2d59c6748","datavalue":{"value":"semimartingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q2365749$2403B6B7-D6FF-4B35-9F30-E56190B10A5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e94d21cd393592d91d97b6de92354310cce78353","datavalue":{"value":"local time","type":"string"},"datatype":"string"},"type":"statement","id":"Q2365749$20E170CF-AA28-43B0-92E8-1CA94B37E503","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"50960507402e2503c2bd52d64a2b64cc75c23300","datavalue":{"value":"Snell envelope","type":"string"},"datatype":"string"},"type":"statement","id":"Q2365749$00994FCB-B393-432C-9938-31C1371CE329","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a84868cec1cbec9e84a0d493ddeac077d02c5780","datavalue":{"value":"optimal stopping problem","type":"string"},"datatype":"string"},"type":"statement","id":"Q2365749$C0E488AA-4A71-41C6-9BA2-08F7C292B46A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c79a4bf7cdc0b6be1965a5bbdac773bee46668bc","datavalue":{"value":{"entity-type":"item","numeric-id":1107900,"id":"Q1107900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2365749$34468E6F-9E5F-4DBB-8E3D-AFD7663F504E","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":"Q2365749$65A4AD7E-5B78-4623-8186-7DAD37A3A475","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9efee1464fe450f1ce95b0033a215cf876015e0e","datavalue":{"value":"https://doi.org/10.1214/aop/1176989407","type":"string"},"datatype":"url"},"type":"statement","id":"Q2365749$D3D5E8B1-A2C1-4B6A-AF2F-221F19FB24BF","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e08ff52b0bada96b919d48e55068beade781d8ba","datavalue":{"value":"W2055077061","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$BA5CDBB7-7610-4B15-B9F9-C854AE30B9EC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"584c8eb67db5774bb23e6efd5f401e9570e18ad9","datavalue":{"value":"10.1214/AOP/1176989407","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2365749$94C1C366-DDE9-4A86-944F-BD14DC060FD4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"54c10a4dc1d940ba40c6e76a534eed8bd0979cff","datavalue":{"value":{"entity-type":"item","numeric-id":3033065,"id":"Q3033065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"819ef0d5370c79d3c5dcf946a6e56f24c41309c7","datavalue":{"value":{"amount":"+0.8215309381484985","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2365749$E12F4770-F95D-4B2F-B9B3-1084E05D6904","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"501f044ca58e0f6d2ecd978966fd88d412eac875","datavalue":{"value":{"entity-type":"item","numeric-id":5232208,"id":"Q5232208"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8e92293d93da1190ce849779e8aaeb6d924d311","datavalue":{"value":{"amount":"+0.7942327857017517","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":"Q2365749$2316D52D-6CC9-4BE5-B17D-26197636ADD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"69f8a1965b9d0605d6f525dbbaedc9c5cabae06b","datavalue":{"value":{"entity-type":"item","numeric-id":4354631,"id":"Q4354631"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"22d2be2781416f32b57570fa80987c84910f95df","datavalue":{"value":{"amount":"+0.7922205328941345","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2365749$DEDB3A6F-AAF4-4A4A-825E-9AA25F703BF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c6d69e00be8e8dcb2adcdf8bf1846faee37f6207","datavalue":{"value":{"entity-type":"item","numeric-id":3696226,"id":"Q3696226"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0bc0556d6dd3d1b44d3d6cd5dcf4a4d9a9eeebbc","datavalue":{"value":{"amount":"+0.7893866300582886","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":"Q2365749$4BA45510-3752-4D06-8837-0EDFF8DC29DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4f52bcd596c7bbfc2f819e0c4704cf24bca84935","datavalue":{"value":{"entity-type":"item","numeric-id":4025363,"id":"Q4025363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7b64c43d47fc60aececb20f0764a6d74bba2da6","datavalue":{"value":{"amount":"+0.7848561406135559","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":"Q2365749$3D6FE502-A23E-4356-8BA8-AFA5B0CF0897","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Local times, optimal stopping and semimartingales","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Local_times,_optimal_stopping_and_semimartingales"}}}}}