Optimal stopping problems for some Markov processes (Q433913)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal stopping problems for some Markov processes |
scientific article |
Statements
Optimal stopping problems for some Markov processes (English)
0 references
8 July 2012
0 references
optimal stopping problems
0 references
Doob's \(h\)-transform
0 references
excessive functions
0 references
Feller processes
0 references
0 references
0 references