Diffusion spiders: Green kernel, excessive functions and optimal stopping-Reference-Cited by-同舟云学术

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Diffusion spiders: Green kernel, excessive functions and optimal stopping

Published:2024-01 Issue: Volume:167 Page:104229
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Lempa Jukka,Mordecki Ernesto^ORCID,Salminen Paavo

Funder

Magnus Ehrnrooth Fundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference37 articles.

1. Timing in the presence of directional predictability: optimal stopping of skew Brownian motion;Alvarez;Math. Methods Oper. Res.,2017

2. On Walsh’s Brownian motions;Barlow;Séminaire de probabilités de Strasbourg,1989

3. Une extension multidimensionnelle de la loi de l’arc sinus;Barlow;Séminaire probabilités Strasbourg,1989

4. Embedding of Walsh Brownian motion;Bayraktar;Stochastic Process. Appl.,2021

5. Handbook of Brownian Motion—Facts and Formulae;Borodin,2015

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