Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963113713 / rank | |||
Normal rank | |||
Revision as of 00:04, 20 March 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)
0 references
28 June 2019
0 references
semimartingales on rays
0 references
tree-topology
0 references
Walsh semimartingales and diffusions
0 references
Skorokhod reflection
0 references
local time
0 references
stochastic calculus
0 references
explosion times
0 references
Feller's test
0 references
stochastic control
0 references
optimal stopping
0 references
