Related content

Optimal stopping of Hunt and Lévy processes

By Mordecki Ernesto   Salminen Paavo  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 233-251

Taylor & Francis Ltd

Access to resources Recommend Favorite

An approach for solving perpetual optimal stopping problems driven by Lévy processes

By Surya B. A.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 337-361

Taylor & Francis Ltd

Access to resources Recommend Favorite

Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes

By Bassan Bruno  

Stochastics and Stochastics Reports, Vol. 74, Iss. 3-4, 2002-01 ,pp. : 633-649

Taylor & Francis Ltd

Access to resources Recommend Favorite

On a solution of the optimal stopping problem for processes with independent increments

By Novikov Alexander   Shiryaev Albert  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 393-406

Taylor & Francis Ltd

Access to resources Recommend Favorite

Optimal stopping of Markov chains and three abstract optimization problems

By Sonin Isaac M.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 4-6, 2011-08 ,pp. : 405-414

Taylor & Francis Ltd

Access to resources Recommend Favorite