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• W2972051985 abstract "This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion is assumed to be a weak solution of stochastic differential equation satisfying the Engelbert-Schmidt conditions, while the (stochastic) discount rate and the integrand are required to satisfy only general integrability conditions." @default.
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• W2972051985 date "2020-01-01" @default.
• W2972051985 modified "2023-10-17" @default.
• W2972051985 title "Optimal stopping of one-dimensional diffusions with integral criteria" @default.
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• W2972051985 doi "https://doi.org/10.1016/j.jmaa.2019.123473" @default.
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