Optimal stopping of strong Markov processes
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Publication:1940245
DOI10.1016/j.spa.2012.11.006zbMath1272.60021arXiv1203.4726OpenAlexW2088938449MaRDI QIDQ1940245
Bao Quoc Ta, Sören Christensen, Paavo H. Salminen
Publication date: 6 March 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4726
Lévy processesMarkov processesoptimal stopping problemHunt processessupremum representation for excessive functions
Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimal stopping in statistics (62L15)
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