Optimal stopping problems for some Markov processes (Q433913)

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Optimal stopping problems for some Markov processes
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    Statements

    title
    Optimal stopping problems for some Markov processes (English)
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    author
    Mamadou Cissé
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    Pierre Patie
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    Etienne Tanré
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    publication date
    8 July 2012
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    zbMATH Keywords
    optimal stopping problems
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    Doob's \(h\)-transform
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    excessive functions
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    Feller processes
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    Identifiers

    DOI
    10.1214/11-AAP795
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    Mathematics Subject Classification ID
    60G40
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    60J60
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    60J75
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    zbMATH DE Number
    6053744
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