On the Novikov-Shiryaev optimal stopping problems in continuous time.
Kyprianou, Andreas E. ; Surya, Budhi A.
Electronic Communications in Probability [electronic only], Tome 10 (2005), p. 146-154 / Harvested from The Electronic Library of Mathematics
Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:127311
@article{05070541,
     title = {On the Novikov-Shiryaev optimal stopping problems in continuous time.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {10},
     year = {2005},
     pages = {146-154},
     zbl = {1111.60024},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070541}
}
Kyprianou, Andreas E.; Surya, Budhi A. On the Novikov-Shiryaev optimal stopping problems in continuous time.. Electronic Communications in Probability [electronic only], Tome 10 (2005) pp. 146-154. http://gdmltest.u-ga.fr/item/05070541/