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scientific article; zbMATH DE number 482632
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scientific article; zbMATH DE number 482632

    Statements

    author
    Lester E. Dubins
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    Lawrence A. Shepp
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    Albert N. Shiryaev
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    publication date
    29 November 1994
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    zbMATH Keywords
    moving boundary problem for parabolic equations
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    local martingales
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    semimartingales
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    Dirichlet processes
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    local time
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    processes with reflection
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    Bessel processes
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    optimal stopping
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    maximal inequalities
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J60
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    60G48
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    zbMATH DE Number
    482632
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