Continuous parameter optimal stopping problems

DOI10.1007/BF00535835zbMATH Open0215.25704MaRDI QIDQ5618136FDOQ5618136

Authors: Mary E. Thompson 

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Right processes (60J40)

Cites Work

• Title not available (Why is that?)
• Some Problems in the Theory of Optimal Stopping Rules
• Title not available (Why is that?)
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• On branching Markov processes
• Applications of Martingale System Theorems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On optimal stopping rules
• Additive Functionals and Excessive Functions
• Title not available (Why is that?)
• On the Expected Value of a Stopped Stochastic Sequence

Cited In (5)

• Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions
• On the optimal stopping problem for one-dimensional diffusions.
• Optimal stopping and a martingale approach to the penalty method
• A continuous-time sequential testing problem
• Title not available (Why is that?)

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