Theory of stochastic processes

DOI10.1007/BF00967186zbMath0474.60001MaRDI QIDQ1158878

S. H. Smith

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

optimal stopping; semimartingales; infinitely divisible process; control of stochastic processes

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60G40: Stopping times; optimal stopping problems; gambling theory

60-02: Research exposition (monographs, survey articles) pertaining to probability theory