On the novikov-shiryaev optimal stopping problems in continuous time

Electronic Communications in Probability

Volumn 10, Issue , 2005, Pages 146-154

  Kyprianou, Andreas E ^a   Surya, Budhi A ^b  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

^b UTRECHT UNIVERSITY   (Netherlands)

Author keywords

Appell polynomials; L vy processes; Optimal stopping problem; Pasting principles

Indexed keywords

EID: 23244442845     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v10-1144     Document Type: Article

References (11)

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