Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135): Difference between revisions
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| Property / DOI: 10.1016/j.spa.2018.06.012 / rank | |||
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Latest revision as of 17:44, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingales on rays, Walsh diffusions, and related problems of control and stopping |
scientific article |
Statements
Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (English)
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28 June 2019
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semimartingales on rays
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tree-topology
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Walsh semimartingales and diffusions
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Skorokhod reflection
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local time
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stochastic calculus
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explosion times
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Feller's test
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stochastic control
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optimal stopping
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