Strongly supermedian functions and optimal stopping
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Publication:4051366
DOI10.1007/BF00533481zbMath0297.60038MaRDI QIDQ4051366
Publication date: 1973
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)
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Cites Work
- Markoff processes and potentials. I, II, III
- [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]
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