Potentials of a Markov process are expected suprema
ESAIM: PS, 11 (2007) 89-101
Published online: 2007-03-01
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
General optimal stopping with linear cost
Sören Christensen and Tobias SohrSequential Analysis 41 (1) 35 (2022)
https://doi.org/10.1080/07474946.2022.2043047
A solution technique for Lévy driven long term average impulse control problems
Sören Christensen and Tobias SohrStochastic Processes and their Applications 130 (12) 7303 (2020)
https://doi.org/10.1016/j.spa.2020.07.016
Expected Supremum Representation of the Value of a Singular Stochastic Control Problem
Luis H. R. Alvarez and Pekka MatomäkiSIAM Journal on Control and Optimization 55 (6) 3908 (2017)
https://doi.org/10.1137/15M1034957
Averaging problems of running processes associated with Brownian motion and applications
Bao Quoc TaInternational Journal of Mathematics 26 (03) 1550028 (2015)
https://doi.org/10.1142/S0129167X15500287
Optimal Stopping of the Maximum Process
Luis H. R. Alvarez and Pekka MatomäkiJournal of Applied Probability 51 (3) 818 (2014)
https://doi.org/10.1239/jap/1409932676
Optimal Stopping of the Maximum Process
Luis H. R. Alvarez and Pekka MatomäkiJournal of Applied Probability 51 (03) 818 (2014)
https://doi.org/10.1017/S0021900200011694
Optimal stopping of strong Markov processes
Sören Christensen, Paavo Salminen and Bao Quoc TaStochastic Processes and their Applications 123 (3) 1138 (2013)
https://doi.org/10.1016/j.spa.2012.11.006
Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance
Nicole El Karoui and Asma MeziouThe Annals of Probability 36 (2) (2008)
https://doi.org/10.1214/009117907000000222