Pages that link to "Item:Q3725290"
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The following pages link to Optimal Stopping of One-Dimensional Diffusions (Q3725290):
Displayed 22 items.
- A note on a nonlinear functional equation and its application (Q542884) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
- A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
- The controller-and-stopper game for a linear diffusion. (Q1872219) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- On a decomposition result in a Dynkin stopping game (Q2997964) (← links)
- A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- Optimal stopping of Hunt and Lévy processes (Q3429343) (← links)
- Principle of smooth fit and diffusions with angles (Q3429346) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506) (← links)
- Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
- OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (Q5291317) (← links)
- Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (Q5441517) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)