Literature cited
A. Dvoretzky, “Existence and properties of certain optimal stopping rules,” Proc. Fifth Berkeley Symp. Math. Stat. Prob., Vol. 1 (1967), pp. 441–452.
J. W. Lamperti, “Semistable Markov processes, I,” Z. Wahrscheinlichkeitstheorie verw. Geb.,22, 205 (1972).
R. Kudzhma, “Optimal stopping of semistable diffusion processes,” Litovsk. Matem. Sborn.,12, No. 4, 99–112 (1972).
R. Kudzhma, “The problem of optimal stopping of semistable diffusion processes,” Litovsk. Matem. Sborn.,13, No. 2, 225 (1973).
V. Matskyavichyus, “Some problems of optimal stopping of stable random processes,” Litovsk. Matem. Sborn.,12, No. 1, 173–180 (1972).
A. N. Shiryaev, Sequential Statistical Analysis [in Russian], Nauka, Moscow (1969).
A. G. Fakeev, “Optimal stopping of random processes in continuous time,” Teoriya Veroyat. i Ee Primen.,15, No. 2, 336–344 (1970).
A. G. Fakeev, “The question of optimal stopping of Markov processes,” Teoriya Veroyat. i Ee Primen.,16, No. 4, 708–710 (1971).
Author information
Authors and Affiliations
Additional information
Translated from Litovskii Matematicheskii Sbornik, Vol. 13, No. 3, pp. 113–117, July–September, 1973.
The author thanks Prof. B. Grigelionis for his interest in this paper.
Rights and permissions
About this article
Cite this article
Kudzhma, R. Optimal stopping of semistable Markov processes. Lith Math J 13, 428–431 (1973). https://doi.org/10.1007/BF01563434
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01563434