Temps d'arrêt optimal des processus non bornes (Q3316310): Difference between revisions

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+https://doi.org/10.1080/17442508308833279
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+W2009446386
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@@ Property / cites work @@
+Temps d'arret optimal, quasi-temps d'arret et retournement du temps
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+Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
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+On Optimal Stopping Rules for Markov Processes with Continuous Time
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+Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
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+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
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+Q3910361
@@ Property / cites work: Q3910361 / rank @@
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+Local optimality conditions for optimal stopping
@@ Property / cites work: Local optimality conditions for optimal stopping / rank @@
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+Th�orie des processus stochastiques g�n�raux applications aux surmartingales
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+Strongly supermedian functions and optimal stopping
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+On the Optimal Stopping of a Controlled Diffusion Process
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+Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions
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+Strong envelopes of stochastic processes and a penalty method<sup>†</sup>
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