Optimal Stopping of Regular Diffusions under Random Discounting

DOI10.1137/S0040585X9797852XzbMath0994.60046MaRDI QIDQ4328502

M. Beibel, Hans Rudolf Lerche

Publication date: 25 April 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingdiffusionsgeneralized parking problemsrandom regret

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

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