scientific article; zbMATH DE number 3856109

zbMATH Open0538.60035MaRDI QIDQ3324742FDOQ3324742

Authors: Claude Dellacherie, Erik Lenglart 

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=SPS_1982__16__298_0

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Mathematics Subject Classification ID

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

Cited In (8)

• On a stochastic representation theorem for Meyer-measurable processes
• Optimal stopping with \(f\)-expectations: the irregular case
• On Gittins' index theorem in continuous time
• Optimal Skorokhod embedding under finitely many marginal constraints
• Reflected and doubly reflected BSDEs driven by RCLL martingales
• A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times
• On an integral equation for the free-boundary of stochastic, irreversible investment problems
• A stochastic representation theorem with applications to optimization and obstacle problems.

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