Strongly supermedian functions and optimal stopping

  • Jean-François Mertens


Stochastic Process Probability Theory Mathematical Biology Supermedian Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. 1.
    Aumann, R.J.: Measurable utility and the measurable choice theorem. Department of Mathematics. The Hebrew University of Jerusalem. Research Program in Game Theory and Mathematical Economics, Research Memorandum 30, (1967). Appeared in La Décision, Colloques Internationaux du C.N.R.S. 171, Editions du C.N.R.S., pp. 15–26, 1969.Google Scholar
  2. 2.
    Blumenthal, R.M., Getoor, R.K.: Markov Processes and Potential Theory. New York: Academic Press 1968.Google Scholar
  3. 3.
    Bourbaki, N.: Eléments de Mathématiques. Livre III, Topologie Générale 2nd edition. Paris: Hermann 1958, 1961.Google Scholar
  4. 4.
    Dynkin, E.B.: The optimum choice of the instant for stopping a Markov process. Soviet Math., Doklady 4, 627–629 (1963).Google Scholar
  5. 5.
    Dynkin, E.B.: Markov Processes, Moscow 1963, Vol. II of English translation. Berlin-Heidelberg-New York: Springer 1965.Google Scholar
  6. 6.
    Hunt, G.A.: Markoff processes and potentials I. Illinois J. Math., I, 44–93 (1957).Google Scholar
  7. 7.
    Mertens, J.F.: Sur la théorie des processus stochastiques. C. r. Acad. Sci., Paris Sér. A 268, 495–496 (1969). (For a correction, cfr. [9].)Google Scholar
  8. 8.
    Mertens, J.F.: Sur la théorie des martingales. C. r. Acad. Sci., Paris Sér. A 268, 552–554 (1969). (For a correction, cfr. [9].)Google Scholar
  9. 9.
    Mertens, J.F.: Sur la construction de variables arrÊtées d'espérance infinie. C. r. Acad. Sci., Paris Sér. A 269, 926–927 (1969).Google Scholar
  10. 10.
    Mertens, J.F.: Sur l'arrÊt optimal dans un processus de Markov. C. r. Acad. Sci., Paris Sér. A 271, 1178–1181 (1970).Google Scholar
  11. 11.
    Mertens, J.F.: Processus stochastiques généraux et surmartingales. Z. Wahrscheinlichkeitstheorie verw. Geb. 22, 45–68 (1972).Google Scholar
  12. 12.
    Meyer, P.A.: (I–XI), Probabilités et Potentiel. Paris: Hermann 1966. (XII–XV), Processus de Markov. Lecture Notes in Mathematics 26, Berlin-Heidelberg-New York: Springer 1967.Google Scholar

Copyright information

© Springer-Verlag 1973

Authors and Affiliations

  • Jean-François Mertens
    • 1
    • 2
  1. 1.C.O.R.E.HeverleeBelgium
  2. 2.Department of StatisticsUniversity of CaliforniaBerkeleyUSA

Personalised recommendations