Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 07:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting the time at which a Lévy process attains its ultimate supremum |
scientific article |
Statements
Predicting the time at which a Lévy process attains its ultimate supremum (English)
0 references
17 February 2015
0 references
Lévy processes
0 references
optimal prediction
0 references
optimal stopping
0 references
