Optimal stopping problems for some Markov processes (Q433913)

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Optimal stopping problems for some Markov processes
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    title
    Optimal stopping problems for some Markov processes (English)
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    DOI
    10.1214/11-AAP795
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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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    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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    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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    Wikidata QID
    Q60920724
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    arXiv ID
    1106.3158
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    cites work
    Q4352615
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    Q4395532
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    Q5653410
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    Q4845602
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    Q5584432
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    Q3215519
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    Q3378055
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    Q3923359
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    Q5625726
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    Q4328337
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    Q4172681
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