Stopping Times and Γ-Convergence

DOI10.2307/2000777MaRDI QIDQ3763345zbMATH OpenOpenAlexFDO

Authors J. R. Baxter, G. Dal Maso, Umberto Mosco

Publication date 1987

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL http://purl.umn.edu/4386

zbMATH Keywords

stopping timesmultiplicative functionalsdiffusion with killingforms of convergence

Mathematics Subject Classification ID

Diffusion processes (60J60) Heat equation (35K05) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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