Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135)
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scientific article; zbMATH DE number 7074596
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| English | Semimartingales on rays, Walsh diffusions, and related problems of control and stopping |
scientific article; zbMATH DE number 7074596 |
Statements
Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (English)
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28 June 2019
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semimartingales on rays
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tree-topology
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Walsh semimartingales and diffusions
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Skorokhod reflection
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local time
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stochastic calculus
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explosion times
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Feller's test
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stochastic control
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optimal stopping
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0.7986851334571838
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0.7356691956520081
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