Optimal Stopping of Regular Diffusions under Random Discounting

DOI10.1137/S0040585X9797852XMaRDI QIDQ4328502zbMATH OpenFDO

Authors M. Beibel, Hans Rudolf Lerche

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X9797852X

zbMATH Keywords

diffusionsgeneralized parking problemsoptimal stoppingrandom regret

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

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