Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum (Q2752966): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Svend-Erik Graversen / rank | |||
| Property / author | |||
| Property / author: Svend-Erik Graversen / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0040585x97978075 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2112575518 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 10:11, 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 |
Statements
Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum (English)
0 references
22 October 2001
0 references
Brownian motion
0 references
optimal stopping
0 references
anticipation
0 references
ultimate maximum
0 references
free boundary (Stefan) problem
0 references
Markov process
0 references
martingale
0 references
diffusion
0 references
