scientific article; zbMATH DE number 3878117

MaRDI QIDQ3344940zbMATH OpenFDO

Authors Paavo Salminen

Publication date 1983

zbMATH Keywords

optimal stoppingMartin boundary theory

Mathematics Subject Classification ID

Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Recommendations

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Cited in

(9)

• Diffusion spiders: Green kernel, excessive functions and optimal stopping
• On the optimal stopping problem for one-dimensional diffusions.
• Optimal stopping of one-dimensional diffusions with integral criteria
• scientific article; zbMATH DE number 2163521 (Why is no real title available?)
• Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
• A note on optimal stopping of diffusions with a two-sided optimal rule
• Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions
• Optimal Stopping of One-Dimensional Diffusions
• A harmonic function technique for the optimal stopping of diffusions

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