73 citations to https://www.mathnet.ru/rus/tvp662
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Ioannis Karatzas, Steven E. Shreve, “Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems”, SIAM J. Control Optim., 22:6 (1984), 856
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E. Lanery, “Temps d'arrêt optimal des processus non bornes”, Stochastics, 11:1-2 (1983), 33
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Studies in Mathematics and Its Applications, 12, Applications of Variational Inequalities in Stochastic Control, 1982, 559
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A.G. Mucci, “Existence and explicit determination of optimal stopping times”, Stochastic Processes and their Applications, 8:1 (1978), 33
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Makiko Nisio, “On nonlinear semigroups for Markov processes associated with optimal stopping”, Appl Math Optim, 4:1 (1977), 143
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Jean Michel Bismut, “Dualit� convexe, temps d'arr�t optimal et contr�le stochastique”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 38:3 (1977), 169
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Jean-Michel Bismut, Bernard Skalli, “Temps d'arrÊt optimal, théorie générale des processus et processus de Markov”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 39:4 (1977), 301
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Stochastic Differential Equations and Applications, 1976, 523
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Makiko Nisio, Lecture Notes in Mathematics, 550, Proceedings of the Third Japan — USSR Symposium on Probability Theory, 1976, 446
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North-Holland Mathematical Library, 10, Discrete-Parameter Martingales, 1975, 222