Pages that link to "Item:Q4328502"

The following pages link to Optimal Stopping of Regular Diffusions under Random Discounting (Q4328502):

Displaying 21 items.

• Optimal stopping problems for some Markov processes (Q433913) (← links)
• On the value of optimal stopping games (Q862220) (← links)
• On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
• Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
• Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• Multidimensional investment problem (Q1702880) (← links)
• Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
• Optimal variance stopping with linear diffusions (Q1986029) (← links)
• An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
• Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
• Solving Problems of Optimal Stopping with Linear Costs of Observations (Q3155692) (← links)
• The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
• On optimal threshold stopping times for Ito diffusions (Q5086698) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
• Minimal subharmonic functions and related integral representations (Q6186445) (← links)