Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995)
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scientific article; zbMATH DE number 7842660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions for Poissonian stopping problems of linear diffusions via extremal processes |
scientific article; zbMATH DE number 7842660 |
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Solutions for Poissonian stopping problems of linear diffusions via extremal processes (English)
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6 May 2024
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Poissonian timing
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optimal stopping
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linear diffusions
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extremal processes
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