# Strongly supermedian functions and optimal stopping

@article{Mertens1973StronglySF, title={Strongly supermedian functions and optimal stopping}, author={Jean-François Mertens}, journal={Zeitschrift f{\"u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete}, year={1973}, volume={26}, pages={119-139} }

Let E be the state space of a strong Markov process with semigroup Pt. Let f be a positive measurable function defined on E. The main problem we consider in this paper is the following optimal stopping problem: (1) Try to maximize E"(f(Xr)), where T ranges over the stopping times for the right continuous Markov process X, which has initial distribution # and semigroup Pt(2) What can you expect to get with such an optimal stopping? It is well known that a satisfactory answer to the second…

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