scientific article; zbMATH DE number 646753

MaRDI QIDQ4307681zbMATH OpenFDO

Authors Bijin Hu

Publication date 4 October 1994

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)

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• Semimartingales on rays, Walsh diffusions, and related problems of control and stopping
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