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Optimal Stopping of One-Dimensional Diffusions

✍ Scribed by P. Salminen


Publisher
John Wiley and Sons
Year
1985
Tongue
English
Weight
742 KB
Volume
124
Category
Article
ISSN
0025-584X

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Feller's One-Dimensional Diffusions as W
✍ JΓΌrgen Groh πŸ“‚ Article πŸ“… 1985 πŸ› John Wiley and Sons 🌐 English βš– 414 KB πŸ‘ 1 views

ihstruct. A continuous strong MARKOV process X on the line generated by FELLER'S generalized second order differential operator D,D; is considered. Supposed that the cnnonicnl scale p is locally the difference of two bounded convex functions, that the speed meustire rn contains R strictly positive a