scientific article; zbMATH DE number 646753

zbMATH Open0802.60041MaRDI QIDQ4307681FDOQ4307681

Authors: Bijin Hu 

Publication date: 4 October 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

vector-valued processes\(R\)-control processcritical stopping timesemimartingales of \(B\)-valued R.R.C. process

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (5)

• Semimartingales on rays, Walsh diffusions, and related problems of control and stopping
• Title not available (Why is that?)
• Stopping time convergence for processes associated with Dirichlet forms
• On the loss of the semimartingale property at the hitting time of a level
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