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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

The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure

Timothy C. Johnson Department of Actuarial Mathematics and Statistics, School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, EH14 4AS, UKView further author information
&
Mihail Zervos Department of Mathematics, London School of Economics, Houghton Street, London, WC2A 2AE, UKCorrespondence[email protected]
Pages 363-382 | Received 13 May 2006, Accepted 01 Nov 2006, Published online: 05 Nov 2008

Citations (11)

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Read on this site (2)

Jukka Lempa & Pekka Matomäki. (2013) A Dynkin game with asymmetric information. Stochastics 85:5, pages 763-788.
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Timothy C. Johnson & Mihail Zervos. (2010) The explicit solution to a sequential switching problem with non-smooth data. Stochastics 82:1, pages 69-109.
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Articles from other publishers (9)

Rossella Agliardi. On optimal stopping problems arising in real option theory. On optimal stopping problems arising in real option theory.
Manuel Guerra, Cláudia Nunes & Carlos Oliveira. (2019) The optimal stopping problem revisited. Statistical Papers 62:1, pages 137-169.
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Mihail Zervos, Carlos Oliveira & Kate Duckworth. (2018) An investment model with switching costs and the option to abandon. Mathematical Methods of Operations Research 88:3, pages 417-443.
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Timothy C. Johnson. (2015) The solution of some discretionary stopping problems:. IMA Journal of Mathematical Control and Information, pages dnv060.
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Damien Lamberton & Mihail Zervos. (2013) On the optimal stopping of a one-dimensional diffusion. Electronic Journal of Probability 18:none.
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Peter Bank & Christoph Baumgarten. (2010) Parameter-Dependent Optimal Stopping Problems for One-Dimensional Diffusions. Electronic Journal of Probability 15:none.
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Денис Витальевич Беломестный, Denis Vital'evich Belomestny, Ludger Ruschendorf, Ludger Ruschendorf, Михаил Александрович Урусов & Mixail Alecsandrovich Urusov. (2009) Optimal stopping of integral functionals and a “no-loss” free boundary formulationOptimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation. Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 54:1, pages 80-96.
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Laila El-Ghandour & Timothy C. Johnson. (2015) A Methodology to Assess the Economic Impact of Power Storage Technologies. SSRN Electronic Journal.
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Timothy C. Johnson. (2014) The Solution of Discretionary Stopping Problems with Applications to the Optimal Timing of Investment Decisions. SSRN Electronic Journal.
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