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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 3-4: Special issue on optimal stopping with applications
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Original Articles

Examples of optimal stopping via measure transformation for processes with one-sided jumps

E. J. Baurdoux Universiteit Utrecht, The NetherlandsCorrespondence[email protected]
Pages 303-307 | Received 02 May 2006, Accepted 13 Jun 2006, Published online: 05 Nov 2008

Citations (6)

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Sören Christensen, Albrecht Irle & Alexander Novikov. (2011) An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences. Sequential Analysis 30:1, pages 79-93.
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Articles from other publishers (5)

Shoou-Ren Hsiau, Yi-Shen Lin & Yi-Ching Yao. (2014) Logconcave reward functions and optimal stopping rules of threshold form. Electronic Journal of Probability 19:none.
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Andreas E. KyprianouAndreas E. Kyprianou. 2014. Fluctuations of Lévy Processes with Applications. Fluctuations of Lévy Processes with Applications 307 333 .
Mamadou Cissé, Pierre Patie & Etienne Tanré. (2012) Optimal stopping problems for some Markov processes. The Annals of Applied Probability 22:3.
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Andreas E. Kyprianou & Juan Carlos Pardo. (2012) An optimal stopping problem for fragmentation processes. Stochastic Processes and their Applications 122:4, pages 1210-1225.
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Александр Александрович Новиков, Aleksandr Aleksandrovich Novikov, Александр Александрович Новиков & Aleksandr Aleksandrovich Novikov. (2008) Несколько замечаний о распределении времени первого выхода и оптимальной остановке AR(1)-последовательностейOn Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences. Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 53:3, pages 458-471.
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