The controller-and-stopper game for a linear diffusion

Annals of Probability

Volumn 29, Issue 3, 2001, Pages 1111-1127

  Karatzas, Ioannis ^a   Sudderth, William D ^b  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Excessive functions; Generalized it rule; Local time; One dimensional diffusions; Optimal stopping; Stochastic game

Indexed keywords

EID: 0035562831     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1015345598     Document Type: Article

References (10)

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