Optimal stopping and a martingale approach to the penalty method
Morimoto, Hiroaki
Tohoku Math. J. (2), Tome 34 (1982) no. 4, p. 407-416 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Publié le : 1982-05-14
Classification:  60G40,  60G44 
@article{1178229202,
     author = {Morimoto, Hiroaki},
     title = {Optimal stopping and a martingale approach to the penalty method},
     journal = {Tohoku Math. J. (2)},
     volume = {34},
     number = {4},
     year = {1982},
     pages = { 407-416},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1178229202}
}

Morimoto, Hiroaki. Optimal stopping and a martingale approach to the penalty method. Tohoku Math. J. (2), Tome 34 (1982) no. 4, pp.  407-416. http://gdmltest.u-ga.fr/item/1178229202/