Zieschang.
We present an explicit solution to the formulated in [17] optimal stop-
ping problem for a geometric compound Poisson … Poisson process, Shiryaev’s process, Girsanov’s theorem, Itˆo’s formula, integro-
differential free-boundary problem, smooth …)t‚0 is a Poisson
process of the intensity ‚ > 0, and (Yi)i2x4e is a sequence of independent random variables
exponentially …