Optimization of joint \(p\)-variations of Brownian semimartingales (Q457782): Difference between revisions
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Property / zbMATH DE Number: 6349194 / rank | |||
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\(p\)-variations | |||
Property / zbMATH Keywords: \(p\)-variations / rank | |||
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optimal stopping times | |||
Property / zbMATH Keywords: optimal stopping times / rank | |||
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Brownian semimartingales | |||
Property / zbMATH Keywords: Brownian semimartingales / rank | |||
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almost sure convergence | |||
Property / zbMATH Keywords: almost sure convergence / rank | |||
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Revision as of 01:18, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimization of joint \(p\)-variations of Brownian semimartingales |
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Optimization of joint \(p\)-variations of Brownian semimartingales (English)
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29 September 2014
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\(p\)-variations
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optimal stopping times
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Brownian semimartingales
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almost sure convergence
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