Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum (Q2752966): Difference between revisions
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| Property / author: Svend-Erik Graversen / rank | |||
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Latest revision as of 09:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum |
scientific article |
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Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum (English)
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22 October 2001
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Brownian motion
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optimal stopping
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anticipation
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ultimate maximum
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free boundary (Stefan) problem
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Markov process
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martingale
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diffusion
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