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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
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Numdam
Retrieve article from Numdam