The Wiener disorder problem with finite horizon (Q860699): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4493911 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4096228 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The integral of geometric Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Stefan’s Problem and Optimal Stopping Rules for Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping and the American Put / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic-statistical methods of detecting spontaneously occurring effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The pricing of the American option / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONTINUOUS INSPECTION SCHEMES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4427401 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A change-of-variable formula with local time on curves / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Russian option: finite horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550924 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the integral of geometric Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3845705 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Optimum Methods in Quickest Detection Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4172681 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2782369 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5600586 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal stopping and free boundary problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some exponential functionals of Brownian motion / rank
 
Normal rank

Latest revision as of 11:12, 25 June 2024

scientific article
Language Label Description Also known as
English
The Wiener disorder problem with finite horizon
scientific article

    Statements

    The Wiener disorder problem with finite horizon (English)
    0 references
    9 January 2007
    0 references
    Wiener process
    0 references
    optimal stopping
    0 references
    parabolic free-boundary problem
    0 references
    nonlinear Volterra integral equation of the second kind
    0 references
    curved boundary
    0 references
    change-of-variable formula with local time on curves
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references