Problem of desteuction and resolvent of a terminating process with independent increments
From MaRDI portal
Publication:4102548
DOI10.1007/BF01559226zbMath0335.60048MaRDI QIDQ4102548
Publication date: 1976
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
60G40: Stopping times; optimal stopping problems; gambling theory
60J35: Transition functions, generators and resolvents
60J99: Markov processes
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