Strongly supermedian functions and optimal stopping

DOI10.1007/BF00533481zbMath0297.60038MaRDI QIDQ4051366

Jean-Francois Mertens

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G40: Stopping times; optimal stopping problems; gambling theory

60J45: Probabilistic potential theory

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