References
- Beibel , M. 1998 . Generalized parking problems for Levy processes . Sequential Analysis , 17 ( 2 ) : 151 – 171 .
- Blackwell , D. 1954 . On optimal systems . The Annals of Mathematical Statistics , 25 : 394 – 397 .
- Borovkov , A.A. 1976 . Stochastic Processes in Queueing Theory , New York, Berlin : Springer-Verlag . Appl. Math. 4
- Chow , Y.S. and Teicher , H. 1997 . Probability Theory: Independence, Interchangeability, Martingales , New York : Springer-Verlag .
- Darling , D.A. , Liggett , T. and Taylor , H.M. 1972 . Optimal stopping for partial sums . The Annals of Mathematical Statistics , 43 : 1363 – 1368 .
- Dubins , L. and Teicher , H. 1967 . Optimal stopping when the future is discounted . The Annals of Mathematical Statistics , 38 : 601 – 605 .
- Kyprianou , A.E. and Surya , B.A. 2005 . On the Novikov–Shiryaev optimal stopping problems in continuous time . Electronic Communications in Probability , 10 : 146 – 154 .
- Novikov , A.A. 1975 . On discontinuous martingales . Teor. Veroyatn. Primen. , 20 ( 1 ) : 13 – 28 . translation in Theory Probab. Appl. 20 (1975), no. 1, 11–26
- Novikov , A.A. and Shiryaev , A.A. 2004 . On an effective case of the solution of the optimal stopping problem for random walks . Teor. Veroyatn. Primen. , 49 ( 2 ) : 373 – 382 . translation in Theory Probab. Appl. 49 (2005), no. 2, pp. 344–354
- Schoutens , W. 2000 . Stochastic Processes and Orthogonal Polynomials , New York : Springer-Verlag .