scientific article; zbMATH DE number 3856109

MaRDI QIDQ3324742zbMATH OpenFDO

Authors Claude Dellacherie, Erik Lenglart

Publication date 1982

Full work available at URL http://www.numdam.org/item?id=SPS_1982__16__298_0, https://eudml.org/doc/113383

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3854111
• Projections and regularity of abstract processes
• Stopping times and sample path regularity
• scientific article; zbMATH DE number 4135128
• scientific article; zbMATH DE number 4054711

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.

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3324742)