Existence and explicit determination of optimal stopping times (Q755258): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2087328635 / rank | |||
Normal rank |
Revision as of 18:36, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Existence and explicit determination of optimal stopping times |
scientific article |
Statements
Existence and explicit determination of optimal stopping times (English)
0 references
1978
0 references
optimal stopping problem
0 references
stopping time
0 references
first hitting time
0 references
Brownian motion
0 references
weak convergence
0 references