Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:51, 4 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder |
scientific article |
Statements
Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (English)
0 references
8 March 2016
0 references
Brownian motion
0 references
disorder
0 references
optimal stopping problem
0 references
integral equations
0 references