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The Optimal Stopping Problem for the Kalman–Bucy Scheme

✍ Scribed by Babilua, P.; Bokuchava, I.; Dochviri, B.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sufficient Statistics for the Optimal St

✍ Dynkin, E. B. 📂 Article 📅 1968 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 214 KB

Addendum: Sufficient Statisticss for the

✍ Dynkin, E. B. 📂 Article 📅 1968 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 103 KB

Contribution to the optimal stopping pro

✍ Donald A. Darling 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 378 KB

On the optimal stopping problem for one-

✍ Savas Dayanik; Ioannis Karatzas 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 774 KB

Regularity of the Optimal Stopping Probl

✍ Bayraktar, Erhan; Xing, Hao 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 302 KB

Game approach to the optimal stopping pr

✍ Karatzas, Ioannis; Zamfirescu, Ingrid-Mona 📂 Article 📅 2005 🏛 Taylor and Francis Group 🌐 English ⚖ 388 KB