Optimal stopping and a martingale approach to the penalty method (Q1838224): Difference between revisions

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+Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
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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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+Continuous parameter optimal stopping problems
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