Found 13 Documents (Results 1–13)
Stop times in Fock space quantum probability. (English) Zbl 1118.81048
Reviewer: Franco Fagnola (Milano)
The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure. (English) Zbl 1121.34007
Reviewer: Andrew Dale (Durban)
An approach for solving perpetual optimal stopping problems driven by Lévy processes. (English) Zbl 1156.60026
Reviewer: Vladimir Mazalov (Petrozavodsk)
Linear programming approach to the optimal stopping of singular stochastic processes. (English) Zbl 1110.60038
Examples of optimal stopping via measure transformation for processes with one-sided jumps. (English) Zbl 1111.60023
Optimal stopping via measure transformation: the Beibel-Lerche approach. (English) Zbl 1122.60044
Reviewer: Klaus Schürger (Bonn)
Optimal stopping of Hunt and Lévy processes. (English) Zbl 1114.60034
Reviewer: Pavel Gapeev (Berlin)
Duration problem on trajectories. (English) Zbl 1123.60025
MSC:
60G40
Recognising the last record of sequence. (English) Zbl 1156.60025
Reviewer: Vladimir Mazalov (Petrozavodsk)
MSC:
60G40
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