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math.PR2023★ 1 cited
Occupied Processes: Going with the Flow
Valentin Tissot-Daguette
A stochastic process becomes occupied when it is enlarged with its occupation flow that tracks the time spent by the path at each level. When is Markov, the o…
math.PR2023
Stopping Times of Boundaries: Relaxation and Continuity
H. Mete Soner, Valentin Tissot-Daguette
We study the properties of the free boundaries and the corresponding hitting times in the context of optimal stopping in discrete time. We first prove the continuity of the map fro…