Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / zbMATH DE Number: 6551525 / rank | |||
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Brownian motion | |||
| Property / zbMATH Keywords: Brownian motion / rank | |||
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disorder | |||
| Property / zbMATH Keywords: disorder / rank | |||
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optimal stopping problem | |||
| Property / zbMATH Keywords: optimal stopping problem / rank | |||
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integral equations | |||
| Property / zbMATH Keywords: integral equations / rank | |||
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Revision as of 11:55, 27 June 2023
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 |
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Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (English)
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8 March 2016
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Brownian motion
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disorder
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optimal stopping problem
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integral equations
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