Chinese Quarterly Journal of Mathematics ›› 1987, Vol. 2 ›› Issue (2): 69-80.
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Abstract: §1 引言关于离散时间随机过程的最优停止问题,Chow,Robbins and Siegmund[1]已较系统地给出了研究结果.关于马尔可夫情形的最优停止问题,无论是离散的还是连续的,Shirgyayev[5]都系统地进行了研究.关于一般的连续时间随机过程最优停止的讨论,则是从 Fakejev[3]和 Thompson[8]开始的.
ZHAO Peng-liang. The Optimal Stopping Theory for Stochastic Processes with Continuous Time[J]. Chinese Quarterly Journal of Mathematics, 1987, 2(2): 69-80.
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