scientific article; zbMATH DE number 1475710

MaRDI QIDQ4489977zbMATH OpenFDO

Authors Paavo Salminen

Publication date 12 July 2000

zbMATH Keywords

geometric Brownian motionrepresentation theoryexcessive function

Mathematics Subject Classification ID

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

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(4)

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• Bellman's inclusions and excessive measures

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