利用弱无穷小算子，我们找出了最优停时规则。

We find optimal stopping rules by using the weak infinitesimal generator of markov process.

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主要研究带有事件风险的永久美式期权的定价及其最优停时问题。

In this paper, the valuation of permanent American options in the presence of non-hedgeable event risk is considered.

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其次，分析了新方法的最优停时条件，证明了其有限停时的存在性。

Then analyse the making stopping conditions and demonstrate the existence of limited stopping time.

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