Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135): Difference between revisions

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-.1016/j.spa.2018.06.012
@@ Property / DOI: 10.1016/j.spa.2018.06.012 / rank @@
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@@ Property / author @@
-Ioannis Karatzas
@@ Property / author: Ioannis Karatzas / rank @@
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@@ Property / author @@
+Ioannis Karatzas
@@ Property / author: Ioannis Karatzas / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2963113713
@@ Property / OpenAlex ID: W2963113713 / rank @@
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@@ Property / arXiv ID @@
+.03124
@@ Property / arXiv ID: 1603.03124 / rank @@
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@@ Property / cites work @@
+Serve the shortest queue and Walsh Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3975585
@@ Property / cites work: Q3975585 / rank @@
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+A problem of singular stochastic control with discretionary stopping
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+On the optimal stopping problem for one-dimensional diffusions.
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+Q3334733
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+On solutions of one-dimensional stochastic differential equations without drift
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+Exercising control when confronted by a (Brownian) spider
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+Harmonic functions on Walsh's Brownian motion
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+Diffusion processes on graphs: Stochastic differential equations, large deviation principle
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+Itō's formula for Walsh's Brownian motion and applications
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+Stochastic integral equations for Walsh semimartingales
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+A leavable bounded-velocity stochastic control problem.
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Control and stopping of a diffusion process on an interval
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+The controller-and-stopper game for a linear diffusion.
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+Stochastic calculus and martingales on trees
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+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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+Optimal Stopping of One-Dimensional Diffusions
@@ Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank @@
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@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / Wikidata QID @@
+Q129564323
@@ Property / Wikidata QID: Q129564323 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2018.06.012
@@ Property / DOI: 10.1016/J.SPA.2018.06.012 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2000135