Advanced search
Publication Cover
Stochastics Volume 4, 1980 - Issue 2
Journal homepage
12
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Representation results for jump processes with application to optimal stopping

Michael Kohlmannt Institute fur Angewandte Mathematik der Universitãt Bonn, Wegelerstraße 6, D-53 Bonn, BRD
,
Armand Makowski Department of Mathematics, University of Kentucky, Lexington, KY, 40506, USA
&
Raymond Rishel Department of Mathematics, University of Kentucky, Lexington, KY, 40506, USA
Pages 143-165 | Published online: 04 Apr 2007

Citations (6)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (3)

Plum Hans-joachim. (1991) Impulsive and continuously acting control of jump processes-time discretization. Stochastics and Stochastic Reports 36:3-4, pages 163-192.
Read now
David F. Miller. (1982) A representation theory for the impulse control of jump processes. Stochastics 7:4, pages 289-309.
Read now
Armind M. Makowski. (1982) Local optimality conditions for optimal stopping. Stochastics 7:1-2, pages 91-132.
Read now

Articles from other publishers (3)

G. I. Salov. (2008) The disorder problem for stochastic jump processes. Optoelectronics, Instrumentation and Data Processing 44:3, pages 200-210.
Crossref
A. A. Yushkevicht. 1994. The Dynkin Festschrift. The Dynkin Festschrift 399 413 .
Raymond Rishel. 1982. Advances in Filtering and Optimal Stochastic Control. Advances in Filtering and Optimal Stochastic Control 326 343 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.