Optimal stopping and a martingale approach to the penalty method (Q1838224): Difference between revisions

@@ Property / cites work @@
+Q4198588
@@ Property / cites work: Q4198588 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4199298
@@ Property / cites work: Q4199298 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
+Normal rank
@@ Property / cites work @@
+Q4153409
@@ Property / cites work: Q4153409 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512462
@@ Property / cites work: Q5512462 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4114574
@@ Property / cites work: Q4114574 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong envelopes of stochastic processes and a penalty method<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+Continuous parameter optimal stopping problems
@@ Property / cites work: Continuous parameter optimal stopping problems / rank @@
+Normal rank