On randomized stopping (Q1002557)

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On randomized stopping
scientific article

    Statements

    title
    On randomized stopping (English)
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    author
    István Gyöngy
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    David Šiška
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    published in
    Bernoulli
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    publication date
    2 March 2009
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    zbMATH Keywords
    controlled diffusion processes
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    optimal stopping
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    Identifiers

    DOI
    10.3150/07-BEJ108
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    zbMATH DE Number
    5521486
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    arXiv ID
    0705.2302
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