On the optimal stopping problem for one-dimensional diffusions. (Q2574594): Difference between revisions

@@ Property / author @@
+Ioannis Karatzas
@@ Property / author: Ioannis Karatzas / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q3785142
@@ Property / cites work: Q3785142 / rank @@
+Normal rank
@@ Property / cites work @@
+Reward functionals, salvage values, and optimal stopping
+Normal rank
@@ Property / cites work @@
+A stochastic representation theorem with applications to optimization and obstacle problems.
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of Regular Diffusions under Random Discounting
+Normal rank
@@ Property / cites work @@
+Q3935745
@@ Property / cites work: Q3935745 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4035104
@@ Property / cites work: Q4035104 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379375
@@ Property / cites work: Q4379375 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of Linear Diffusions with Random Discounting
+Normal rank
@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
+Normal rank
@@ Property / cites work @@
+Q5653410
@@ Property / cites work: Q5653410 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5342182
@@ Property / cites work: Q5342182 / rank @@
+Normal rank
@@ Property / cites work @@
+BOUNDARY THEORY OF MARKOV PROCESSES (THE DISCRETE CASE)
+Normal rank
@@ Property / cites work @@
+THE SPACE OF EXITS OF A MARKOV PROCESS
@@ Property / cites work: THE SPACE OF EXITS OF A MARKOV PROCESS / rank @@
+Normal rank
@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
+Normal rank
@@ Property / cites work @@
+A new approach to the skorohod problem, and its applications
+Normal rank
@@ Property / cites work @@
+A new approach to the Skorohod problem, and its applications
+Normal rank
@@ Property / cites work @@
+Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of a Markov Process
@@ Property / cites work: Optimal Stopping of a Markov Process / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086525
@@ Property / cites work: Q4086525 / rank @@
+Normal rank
@@ Property / cites work @@
+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
+Normal rank
@@ Property / cites work @@
+Some optimal stopping problems with nontrivial boundaries for pricing exotic options
+Normal rank
@@ Property / cites work @@
+Q4772511
@@ Property / cites work: Q4772511 / rank @@
+Normal rank
@@ Property / cites work @@
+A leavable bounded-velocity stochastic control problem.
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Control and stopping of a diffusion process on an interval
+Normal rank
@@ Property / cites work @@
+A barrier option of American type
@@ Property / cites work: A barrier option of American type / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of optimal stopping problems
@@ Property / cites work: Viscosity solutions of optimal stopping problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344940
@@ Property / cites work: Q3344940 / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional diffusions and their exit spaces.
@@ Property / cites work: One-dimensional diffusions and their exit spaces. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of One-Dimensional Diffusions
@@ Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping in a Markov Process
@@ Property / cites work: Optimal Stopping in a Markov Process / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous parameter optimal stopping problems
@@ Property / cites work: Continuous parameter optimal stopping problems / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4149(03)00076-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2157112469
@@ Property / OpenAlex ID: W2157112469 / rank @@
+Normal rank