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

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Latest revision as of 11:12, 30 July 2024

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Optimal stopping problems for some Markov processes
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    Optimal stopping problems for some Markov processes (English)
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    8 July 2012
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    optimal stopping problems
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    Doob's \(h\)-transform
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    excessive functions
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    Feller processes
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