A harmonic function technique for the optimal stopping of diffusions
From MaRDI portal
Publication:3108367
DOI10.1080/17442508.2010.498915zbMath1241.60022OpenAlexW1998976715MaRDI QIDQ3108367
Albrecht Irle, Sören Christensen
Publication date: 3 January 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2010.498915
Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Optimal stopping in statistics (62L15)
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