Christensen, Sören; Salminen, Paavo; Ta, Bao Quoc - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 1138-1159
We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings for Lévy processes obtained essentially via the...
