Browse by: Author name - Classification - Keywords - Nature

XII: 33, 457-467, LNM 649 (1978)
MAINGUENEAU, Marie Anne
Temps d'arrêt optimaux et théorie générale (General theory of processes)
This is a general discussion of optimal stopping in continuous time. Fairly advanced tools like strong supermartingales, Mertens' decomposition are used
Comment: The subject is taken up in 1332
Keywords: Optimal stopping, Snell's envelope
Nature: Original
Retrieve article from Numdam