Predicting the last zero of Brownian motion with drift (Q3498585): Difference between revisions
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Revision as of 22:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting the last zero of Brownian motion with drift |
scientific article |
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Predicting the last zero of Brownian motion with drift (English)
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15 May 2008
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Brownian motion
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optimal prediction
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optimal stopping
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last zero
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parabolic free-boundary problem
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smooth fit
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