Stochastic processes with proportional increments and the last-arrival problem (Q444355): Difference between revisions
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Revision as of 00:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic processes with proportional increments and the last-arrival problem |
scientific article |
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Stochastic processes with proportional increments and the last-arrival problem (English)
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14 August 2012
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martingales
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reverse martingales
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Levy processes
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optimal stopping problems
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game version
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no-information version
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well-posedness
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Hadamard's criteria
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Shannon entropy
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Pascal processes
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\(1/e\)-law
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monotone subsequence problem
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investment problem
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