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