Optimal stopping of a nonterminating homogeneous standard Markov process on a finite time interval
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 120-131
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@article{TM_1993_202_a6,
author = {V. M. Dochviri},
title = {Optimal stopping of a~nonterminating homogeneous standard {Markov} process on a~finite time interval},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {120--131},
year = {1993},
volume = {202},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a6/}
}
TY - JOUR AU - V. M. Dochviri TI - Optimal stopping of a nonterminating homogeneous standard Markov process on a finite time interval JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 1993 SP - 120 EP - 131 VL - 202 UR - http://geodesic.mathdoc.fr/item/TM_1993_202_a6/ LA - ru ID - TM_1993_202_a6 ER -
V. M. Dochviri. Optimal stopping of a nonterminating homogeneous standard Markov process on a finite time interval. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 120-131. http://geodesic.mathdoc.fr/item/TM_1993_202_a6/