Existence and explicit determination of optimal stopping times
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Cites work
- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3327773 (Why is no real title available?)
- scientific article; zbMATH DE number 3383344 (Why is no real title available?)
- Existence and explicit determination of optimal stopping times
- Explicit Solutions to Some Problems of Optimal Stopping
- On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
- Optimal Stopping in a Markov Process
- Optimal stopping and free boundary problems
- Optimal stopping variables for Brownian motion
- Optimal stopping variables for stochastic processes with independent increments
- The First Passage Problem for a Continuous Markov Process
- Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
- Weak convergence of probability measures and random functions in the function space D[0,∞)
Cited in
(6)- Optimal Stopping of One-Dimensional Diffusions
- The Stochastic Sequential Assignment Problem With Random Deadlines
- Existence and explicit determination of optimal stopping times
- On the structure of discounted optimal stopping problems for one-dimensional diffusions
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING
- A harmonic function technique for the optimal stopping of diffusions
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