Continuous parameter optimal stopping problems

DOI10.1007/BF00535835MaRDI QIDQ5618136zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3205002 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3285830 (Why is no real title available?)
• scientific article; zbMATH DE number 3292435 (Why is no real title available?)
• scientific article; zbMATH DE number 3327773 (Why is no real title available?)
• Additive Functionals and Excessive Functions
• Applications of Martingale System Theorems
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• On branching Markov processes
• On optimal stopping rules
• On the Expected Value of a Stopped Stochastic Sequence
• Some Problems in the Theory of Optimal Stopping Rules

Cited in

(5)

• 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
• Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions
• scientific article; zbMATH DE number 3768759 (Why is no real title available?)

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