For a class of optimal stopping problems, we provide a complete characterization for optimal stopping/continuation regions. Some comparison principles for critical levels and value functions are also given. The key tool is the characterization of the value functions for general onedimensional regular diffusion processes developed by Savas Dayanik and Ioannis Karatzas in 2003
International audienceWe consider optimal stopping problems with finite horizon for one dimensional ...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
The main goal of the work is to study the limit behavior of optimal stopping and exit times for som...
A new characterization of excessive functions for arbitrary one–dimensional regular diffusion proces...
Consider the optimal stopping problem of a one-dimensional diffusion with posit-ive discount. Based ...
AbstractA new characterization of excessive functions for arbitrary one-dimensional regular diffusio...
Abstract. A new approach to the solution of optimal stopping problems for one-dimensional diffusions...
We connect two approaches for solving discounted optimal stopping problems for one-dimensional time-...
Summary. Let X be a one-dimensional regular diffusion, A a positive continuous additive functional o...
International audienceWe consider a one-dimensional diffusion which solves a stochastic differential...
We consider problems of optimal stopping where the driving process is a (one- or multi-dimensional) ...
Consider a set of discounted optimal stopping problems for a one-parameter family of objective funct...
The value function of an optimal stopping problem for jump diffusions is known to be a generalized s...
The value function of an optimal stopping problem for jump diffusions is known to be a generalized s...
Consider a set of discounted optimal stopping problems for a one-parameter family of objective funct...
International audienceWe consider optimal stopping problems with finite horizon for one dimensional ...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
The main goal of the work is to study the limit behavior of optimal stopping and exit times for som...
A new characterization of excessive functions for arbitrary one–dimensional regular diffusion proces...
Consider the optimal stopping problem of a one-dimensional diffusion with posit-ive discount. Based ...
AbstractA new characterization of excessive functions for arbitrary one-dimensional regular diffusio...
Abstract. A new approach to the solution of optimal stopping problems for one-dimensional diffusions...
We connect two approaches for solving discounted optimal stopping problems for one-dimensional time-...
Summary. Let X be a one-dimensional regular diffusion, A a positive continuous additive functional o...
International audienceWe consider a one-dimensional diffusion which solves a stochastic differential...
We consider problems of optimal stopping where the driving process is a (one- or multi-dimensional) ...
Consider a set of discounted optimal stopping problems for a one-parameter family of objective funct...
The value function of an optimal stopping problem for jump diffusions is known to be a generalized s...
The value function of an optimal stopping problem for jump diffusions is known to be a generalized s...
Consider a set of discounted optimal stopping problems for a one-parameter family of objective funct...
International audienceWe consider optimal stopping problems with finite horizon for one dimensional ...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
The main goal of the work is to study the limit behavior of optimal stopping and exit times for som...