Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397): Difference between revisions

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-Kurt Helmes
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+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+Reward functionals, salvage values, and optimal stopping
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+On the optimal stopping problem for one-dimensional diffusions.
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+Linear programming approach to the optimal stopping of singular stochastic processes
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+Thinning and harvesting in stochastic forest models
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+Optimal Stopping of One-Dimensional Diffusions
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