@article{cisse:inria-00458901, TITLE = {{Optimal stopping problems for some Markov processes}}, AUTHOR = {Ciss{\'e}, Mamadou and Patie, Pierre and Tanr{\'e}, Etienne}, URL = {https://hal.inria.fr/inria-00458901}, NOTE = {Published in at http://dx.doi.org/10.1214/11-AAP795 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)}, JOURNAL = {{Annals of Applied Probability}}, PUBLISHER = {{Institute of Mathematical Statistics (IMS)}}, VOLUME = {22}, NUMBER = {3}, PAGES = {1243-1265}, YEAR = {2012}, DOI = {10.1214/11-AAP795}, KEYWORDS = {Optimal stopping problems ; Doob's $h$-transform ; excessive functions ; Feller processes}, HAL_ID = {inria-00458901}, HAL_VERSION = {v4}, }