The Maximality Principle Revisited: On Certain Optimal Stopping Problems

DOI10.1007/978-3-540-71189-6_16zbMath1126.60030arXivmath/0405252OpenAlexW1645843653MaRDI QIDQ5423759

Jan Obłój

Publication date: 31 October 2007

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0405252

zbMATH Keywords

maximum processoptimal Skorokhod embedding

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

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