scientific article; zbMATH DE number 4145048

MaRDI QIDQ3476071zbMATH OpenFDO

Authors

Publication date 1989

Full work available at URL http://www.numdam.org/item?id=ASCFPA_1989__93_8_1_0, https://eudml.org/doc/80657

zbMATH Keywords

optimal stopping problemstochastic differential equationsbi-Markov family

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 3649788 (Why is no real title available?)
• scientific article; zbMATH DE number 3660590 (Why is no real title available?)
• scientific article; zbMATH DE number 3721832 (Why is no real title available?)
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• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• On infinite perfect graphs and randomized stopping points on the plane
• On randomized tactics and optimal stopping in the plane
• Processus de Markov
• Stochastic integrals in the plane
• Th�or�mes de section et de projection pour les processus a deux indices
• Two parameter optimal stopping and bi-Markov processes

Cited in

(3)

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