Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496)
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English | Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ |
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Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (English)
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29 October 2012
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random walk
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Lévy process
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optimal prediction
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ultimate supremum
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stopping time
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skew symmetry
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convex function
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