scientific article; zbMATH DE number 3878117
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Publication:3344940
zbMATH Open0551.60078MaRDI QIDQ3344940FDOQ3344940
Authors: Paavo Salminen
Publication date: 1983
Title of this publication is not available (Why is that?)
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- Optimal Stopping of One-Dimensional Diffusions
- Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
- Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
- On the optimal stopping problem for one-dimensional diffusions.
- On the optimal stopping of a one-dimensional diffusion
Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cited In (8)
- Optimal stopping of one-dimensional diffusions with integral criteria
- A note on optimal stopping of diffusions with a two-sided optimal rule
- On the optimal stopping problem for one-dimensional diffusions.
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- Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
- A harmonic function technique for the optimal stopping of diffusions
- Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
- Optimal Stopping of One-Dimensional Diffusions
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