Optimal stopping problems for some Markov processes (Q433913): Difference between revisions

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+G40
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+6053744
@@ Property / zbMATH DE Number: 6053744 / rank @@
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@@ Property / zbMATH Keywords @@
+optimal stopping problems
@@ Property / zbMATH Keywords: optimal stopping problems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Doob's \(h\)-transform
@@ Property / zbMATH Keywords: Doob's \(h\)-transform / rank @@
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@@ Property / zbMATH Keywords @@
+excessive functions
@@ Property / zbMATH Keywords: excessive functions / rank @@
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@@ Property / zbMATH Keywords @@
+Feller processes
@@ Property / zbMATH Keywords: Feller processes / rank @@
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+.3158
@@ Property / arXiv ID: 1106.3158 / rank @@
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@@ Property / cites work @@
+Some remarks on first passage of Lévy processes, the American put and pasting principles
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+A class of Markov processes which admit local times
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+Examples of optimal stopping via measure transformation for processes with one-sided jumps
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+Q4352615
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+Normal rank
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+Optimal Stopping of Regular Diffusions under Random Discounting
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+Q4888858
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+Q5556844
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@@ Property / cites work: Q3150773 / rank @@
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@@ Property / cites work @@
+Q4395532
@@ Property / cites work: Q4395532 / rank @@
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@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
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+Q5653410
@@ Property / cites work: Q5653410 / rank @@
+Normal rank
@@ Property / cites work @@
+On wald-type optimal stopping for Brownian motion
@@ Property / cites work: On wald-type optimal stopping for Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Potential Theory of Lévy Processes
@@ Property / cites work: Potential Theory of Lévy Processes / rank @@
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+Solving Problems of Optimal Stopping with Linear Costs of Observations
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+Diffusion processes and their sample paths.
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+A note on a.s. finiteness of perpetual integral functionals of diffusions
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Semi-stable Markov processes. I
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+q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup
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+Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration
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+Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
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+Recurrent extensions of self-similar Markov processes and Cramér's condition
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+Q4328337
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+Optimal Stopping of One-Dimensional Diffusions
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+A First Passage Problem for the Wiener Process
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+Q4172681
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+Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
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@@ Property / OpenAlex ID @@
+W3101216347
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@@ links / mardi / name / links / mardi / name @@
+Publication:433913