Optimal stopping problems for some Markov processes (Q433913): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6053744 / rank | |||
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optimal stopping problems | |||
| Property / zbMATH Keywords: optimal stopping problems / rank | |||
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Doob's \(h\)-transform | |||
| Property / zbMATH Keywords: Doob's \(h\)-transform / rank | |||
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excessive functions | |||
| Property / zbMATH Keywords: excessive functions / rank | |||
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Feller processes | |||
| Property / zbMATH Keywords: Feller processes / rank | |||
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Revision as of 23:31, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping problems for some Markov processes |
scientific article |
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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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