The following pages link to Compactness of stopping times (Q4119895):
Displaying 41 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- State constrained reachability for stochastic hybrid systems (Q547913) (← links)
- Randomization in survival analysis (Q886320) (← links)
- Convexity properties of harmonic measures (Q927682) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Structural properties of randomized times (Q1079295) (← links)
- On randomized stopping points and perfect graphs (Q1085176) (← links)
- On infinite perfect graphs and randomized stopping points on the plane (Q1093246) (← links)
- Birth delay of a Markov process and the stopping distributions for regular processes (Q1203945) (← links)
- Mean field games of timing and models for bank runs (Q1678483) (← links)
- Optimal stopping with a probabilistic constraint (Q1695821) (← links)
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974) (← links)
- Stopping time convergence for processes associated with Dirichlet forms (Q1719553) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- On the value of non-Markovian Dynkin games with partial and asymmetric information (Q2170360) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Convergence of values in optimal stopping and convergence of optimal stopping times (Q2461967) (← links)
- The set-indexed bandit problem. (Q2574504) (← links)
- Dual spaces of cadlag processes (Q2685902) (← links)
- Almost exchangeable sequences of random variables (Q3217361) (← links)
- Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
- On randomized stopping times (Q3357998) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Weak Limits of Stopped Diffusions (Q3719566) (← links)
- Stochastic control of two-parameter processes application:the two-armed bandit problem (Q3785700) (← links)
- Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces (Q3830306) (← links)
- (Q3857515) (← links)
- R�gularit� et continuit� des processus (Q4148562) (← links)
- A matrix representation of fields and filtrations and its application to stochastic control problems (Q4354093) (← links)
- L 2 -discrete hedging in a continuous-time model (Q4804521) (← links)
- Game options with gradual exercise and cancellation under proportional transaction costs (Q5086463) (← links)
- Zero-Sum Stopping Games with Asymmetric Information (Q5219718) (← links)
- (Q5286150) (← links)
- Baxter-Chacon topology and vector-valued optimal stopping problems (Q5756370) (← links)
- Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes (Q5756371) (← links)
- Time-inconsistent mean-field optimal stopping: a limit approach (Q6115683) (← links)
- The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)
- Energy transition under scenario uncertainty: a mean-field game of stopping with common noise (Q6631632) (← links)
