Local Times, Optimal Stopping and Semimartingales

• 1 January 1993
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 21  (1) , 329-339
• https://doi.org/10.1214/aop/1176989407

Abstract

Keywords

• OPTIMAL STOPPING
• SEMIMARTINGALE
• LOCAL TIME