Optimal stopping problems for some Markov processes

DOI10.1214/11-AAP795zbMath1246.60065arXiv1106.3158OpenAlexW3101216347WikidataQ60920724 ScholiaQ60920724MaRDI QIDQ433913

Pierre Patie, Mamadou Cissé, Etienne Tanré

Publication date: 8 July 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.3158

zbMATH Keywords

Feller processesoptimal stopping problemsexcessive functionsDoob's \(h\)-transform

Mathematics Subject Classification ID

Related Items (9)

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