scientific article; zbMATH DE number 3521291

MaRDI QIDQ4098990zbMATH OpenFDO

Authors Claude Dellacherie, Paul-André Meyer

Publication date 1975

Full work available at URL http://www.numdam.org/item?id=SPS_1975__9__373_0, https://eudml.org/doc/113039

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(11)

• Transformées de Burkholder et sommabilité de martingales à deux paramètres
• Dynamics of measured valued solutions to a backward-forward heat equation
• An operator solution of stochastic games
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
• Big vee: the story of a function, an algorithm, and three mathematical worlds
• Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
• The calculus of boundary processes
• The stochastic wave equations driven by fractional and colored noises
• Criteria for hitting probabilities with applications to systems of stochastic wave equations
• A foundation of Bayesian statistics (how to deal with fears)
• Large time behavior of the Broadwell model of a discrete velocity gas with specularly reflective boundary conditions

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