Optimal stopping for Markov processes and decreasing affine functions (Q3145202)
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scientific article; zbMATH DE number 6117130
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| default for all languages | No label defined |
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| English | Optimal stopping for Markov processes and decreasing affine functions |
scientific article; zbMATH DE number 6117130 |
Statements
19 December 2012
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strong Markov process
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optimal stopping
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Snell envelope
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passage time
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0.8628694415092468
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0.8393574953079224
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0.8247551321983337
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0.8145169615745544
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