Cover Image

Branched harmonic majorants: representations for multidimensional optimal stopping

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Moriarty, John
Format:	Preprint
Published:	2025
Subjects:	Probability Optimization and Control 60G40, 60J45, 31B05, 60J65, 31B10, 35R35
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On the continuity of optimal stopping surfaces for jump-diffusions
by: Cai, Cheng, et al.
Published: (2021)

A probabilistic approach to continuous differentiability of optimal stopping boundaries
by: De Angelis, Tiziano, et al.
Published: (2024)

Wiener-type Criterion for the Removability of the Fundamental Singularity for the Heat Equation and its Consequences
by: Abdulla, Ugur G.
Published: (2025)

Removability of the Fundamental Singularity for the Heat Equation and its Consequences. I. Kolmogorov-Petrovsky-type test
by: Abdulla, Ugur G.
Published: (2023)

Stationary states for stable processes with partial resetting
by: Grzywny, Tomasz, et al.
Published: (2024)

Heat kernel estimates for boundary traces of reflected diffusions on uniform domains
by: Kajino, Naotaka, et al.
Published: (2023)

Continuum and thermodynamic limits for a simple random-exchange model
by: Düring, Bertram, et al.
Published: (2020)

Heat Kernel Estimates for Schrödinger Operators in the Domain Above a Bounded Lipschitz Function
by: Graves-McCleary, Anthony
Published: (2025)

Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation
by: Penent, Guillaume, et al.
Published: (2023)

Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
by: Penent, Guillaume, et al.
Published: (2021)

Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
by: Erny, Xavier
Published: (2024)

On the saddle point of a zero-sum stopper vs. singular-controller game
by: Bovo, Andrea, et al.
Published: (2024)

Inverse stability for hyperbolic equations with different initial conditions
by: Ma, Shiqi
Published: (2025)

An inverse problem for a nonlinear biharmonic operator
by: Nurminen, Janne, et al.
Published: (2025)

Nonlocal operators related to nonsymmetric forms II: Harnack inequalities
by: Kassmann, Moritz, et al.
Published: (2022)

The parabolic Harnack inequality for nonlocal equations
by: Kassmann, Moritz, et al.
Published: (2023)

A Visual Approach to the Regularity Theory for Fully Nonlinear Elliptic Equations
by: Chang-Lara, Héctor A.
Published: (2024)

A uniform-in-time nonlocal approximation of the standard Fokker-Planck equation
by: Cañizo, José A., et al.
Published: (2024)

Large solutions for subordinate spectral Laplacian
by: Biočić, Ivan, et al.
Published: (2025)

Local elliptic regularity for solutions to stationary Fokker-Planck equations via Dirichlet forms and resolvents
by: Lee, Haesung
Published: (2024)

Global $L^\infty$ and decay estimate for fractional $p$-Laplacian equations in $D^{s,p}(\R^N)$
by: Carl, Siegfried, et al.
Published: (2025)

Diffusions and random walks with prescribed sub-Gaussian heat kernel estimates
by: Murugan, Mathav
Published: (2024)

Nonhomogeneous boundary condition for spectral non-local operators
by: Biočić, Ivan, et al.
Published: (2026)

Stochastic Aggregation Diffusion-Equation : Analysis via Dirichlet Forms
by: Bourabiaa, Jaouad, et al.
Published: (2024)

MA(1) processes with uniform innovations conditioned to stay positive in the non-expanding regime
by: Aurzada, Frank, et al.
Published: (2026)

Strong stochastic stability of cellular automata
by: Marsan, Hugo, et al.
Published: (2024)

A sharp threshold for Trudinger-Moser type inequalities with logarithmic kernels in dimension N
by: Cannone, Alessandro, et al.
Published: (2024)

Discretization of the Ergodic Functional Central Limit Theorem
by: Pagès, Gilles, et al.
Published: (2018)

Optimal stopping with nonlinear expectation: geometric and algorithmic solutions
by: Kosmala, Tomasz, et al.
Published: (2023)

A boundary Harnack principle and its application to analyticity of 3D Brownian intersection exponents
by: Gao, Yifan, et al.
Published: (2024)

A dyadic construction of a three-dimensional attractive point interaction Markov family
by: Mian, Barkat
Published: (2026)

Beyond Poisson Approximation: Sums of Markovian Bernoulli Variables with Applications to Brownian Motions and Branching Processes
by: Wang, Hua-Ming, et al.
Published: (2025)

Heat kernel estimates for Dirichlet forms degenerate at the boundary
by: Cho, Soobin, et al.
Published: (2022)

Optimal design for the planar Skorokhod embedding problem
by: Boudabra, Maher
Published: (2025)

Semiconvexity estimates for nonlinear integro-differential equations
by: Ros-Oton, Xavier, et al.
Published: (2023)

Optimal regularity for nonlocal elliptic equations and free boundary problems
by: Ros-Oton, Xavier, et al.
Published: (2024)

Heat kernel estimates for Markov processes in bounded sets with jump kernels decaying at the boundary
by: Cho, Soobin, et al.
Published: (2025)

Heat kernel estimates for Markov processes with jump kernels blowing-up at the boundary
by: Cho, Soobin, et al.
Published: (2025)

On differentiability of reward functionals corresponding to Markovian randomized stopping times
by: Schultz, Boy
Published: (2024)

The asymptotic behavior of the renormalized zero resolvent of Lévy processes under regular variation conditions
by: Yano, Kouji, et al.
Published: (2025)