On the problem of optimal stopping for diffusion processes with small diffusion

MaRDI QIDQ598707zbMATH OpenFDO

Authors Sumit K. Garg

Publication date 1977

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

Wiener processoptimal stoppingdiffusion processes

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40)

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