Solving non–linear optimal stopping problems by the method of time–change (Q4518329): Difference between revisions

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+On the \(L^p\) norms of stochastic integrals and other martingales
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+On Stopping Times for a Wiener Process
@@ Property / cites work: On Stopping Times for a Wiener Process / rank @@
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+Q3763296
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+A First Passage Problem for the Wiener Process
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+Explicit Solutions to Some Problems of Optimal Stopping
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+Q4172681
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+Optimal Stopping in a Markov Process
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+Optimal stopping and free boundary problems
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+Optimal stopping variables for Brownian motion
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