Theory of stochastic processes

DOI10.1007/BF00967186MaRDI QIDQ1158878zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1981

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00967186

zbMATH Keywords

optimal stoppingsemimartingalesinfinitely divisible processcontrol of stochastic processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

• scientific article; zbMATH DE number 3653256 (Why is no real title available?)
• scientific article; zbMATH DE number 3471376 (Why is no real title available?)
• scientific article; zbMATH DE number 3519663 (Why is no real title available?)
• scientific article; zbMATH DE number 3537018 (Why is no real title available?)
• scientific article; zbMATH DE number 3555162 (Why is no real title available?)
• scientific article; zbMATH DE number 3564029 (Why is no real title available?)
• scientific article; zbMATH DE number 3589472 (Why is no real title available?)
• scientific article; zbMATH DE number 3624531 (Why is no real title available?)
• scientific article; zbMATH DE number 3436378 (Why is no real title available?)
• scientific article; zbMATH DE number 3285830 (Why is no real title available?)
• scientific article; zbMATH DE number 3310549 (Why is no real title available?)
• scientific article; zbMATH DE number 3339916 (Why is no real title available?)
• scientific article; zbMATH DE number 3350896 (Why is no real title available?)
• scientific article; zbMATH DE number 3366226 (Why is no real title available?)
• scientific article; zbMATH DE number 3366234 (Why is no real title available?)
• scientific article; zbMATH DE number 3379923 (Why is no real title available?)
• scientific article; zbMATH DE number 3413608 (Why is no real title available?)
• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
• Martingale characterization of random processes with independent increments
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson
• Stochastic differential equations for the non linear filtering problem
• Un th�or�me de repr�sentation pour les martingales discontinues

This page was built for publication: Theory of stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1158878)