Optimal stopping problems for some Markov processes (Q433913)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal stopping problems for some Markov processes
scientific article

    Statements

    Optimal stopping problems for some Markov processes (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    8 July 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    optimal stopping problems
    0 references
    Doob's \(h\)-transform
    0 references
    excessive functions
    0 references
    Feller processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references