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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