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Teor. Veroyatnost. i Primenen., 2014, Volume 59, Issue 2, Pages 365–374 (Mi tvp4569)  

This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

Threshold strategies for optimal stopping problems for one-dimensional diffusion processes

V. I. Arkin

Central Economics and Mathematics Institute, RAS, Moscow

DOI: https://doi.org/10.4213/tvp4569

Full text: PDF file (214 kB)
References: PDF file   HTML file

English version:
Theory of Probability and its Applications, 2015, 59:2, 311–319

Bibliographic databases:

Received: 16.10.2013
Revised: 27.03.2014

Citation: V. I. Arkin, “Threshold strategies for optimal stopping problems for one-dimensional diffusion processes”, Teor. Veroyatnost. i Primenen., 59:2 (2014), 365–374; Theory Probab. Appl., 59:2 (2015), 311–319

Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp4569
  • http://mi.mathnet.ru/eng/tvp/v59/i2/p365

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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. V. Arkin, A. Slastnikov, “On the threshold strategies in optimal stopping problems for diffusion processes”, J. Appl. Probab., 54:3 (2017), 963–969  crossref  mathscinet  isi
    2. V. I. Arkin, “Optimality of threshold stopping times for diffusion processes”, Theory Probab. Appl., 65:3 (2020), 341–358  mathnet  crossref  crossref  isi  elib
    3. Guerra M., Nunes C., Oliveira C., “The Optimal Stopping Problem Revisited”, Stat. Pap., 62:1 (2021), 137–169  crossref  mathscinet  isi  scopus
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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