scientific article; zbMATH DE number 2173967

zbMATH Open1065.60038MaRDI QIDQ4680643FDOQ4680643

Authors: Dmitry Kramkov, Ernesto Mordecki 

Publication date: 7 June 2005

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

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Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (9)

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• Title not available (Why is that?)
• The shape of the value function under Poisson optimal stopping
• Optimal stopping of the maximum process: a converse to the results of Peskir
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• Title not available (Why is that?)
• Optimization Applications of Compensators of Poisson Random Measures
• A stopping rule for a compound poisson random variable
• Prophet Inequalities for I.I.D. Random Variables with Random Arrival Times

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