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• W2952523305 abstract "We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings for L'evy processes obtained essentially via the Wiener-Hopf factorization. The main ingredient in our approach is the representation of the $beta$-excessive functions as expected suprema. A variety of examples is given." @default.
• W2952523305 created "2019-06-27" @default.
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• W2952523305 date "2012-03-21" @default.
• W2952523305 modified "2023-10-18" @default.
• W2952523305 title "Optimal stopping of strong Markov processes" @default.
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