scientific article; zbMATH DE number 3854111

MaRDI QIDQ3322937zbMATH OpenFDO

Authors Robert C. Dalang

Publication date 1984

Full work available at URL http://www.numdam.org/item?id=SPS_1984__18__379_0, http://www.numdam.org/item?id=SPS_1985__19__504_0, https://eudml.org/doc/113493

zbMATH Keywords

multiparameter processoptimal stoppingrandomized stopping timesemi- continuous process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stopping times; optimal stopping problems; gambling theory (60G40)

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