Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
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Publication:4110407
DOI10.1007/BF01877497zbMath0342.60036OpenAlexW12624821MaRDI QIDQ4110407
Bernard Skalli, Jean-Michel Bismut
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01877497
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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