Formulas for stopped diffusion processes with stopping times based on the maximum (Q1242385)

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Formulas for stopped diffusion processes with stopping times based on the maximum
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    Statements

    title
    Formulas for stopped diffusion processes with stopping times based on the maximum (English)
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    author
    John P. Lehoczky
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    publication date
    1977
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60G40
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    60H10
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    zbMATH DE Number
    3573019
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    OpenAlex ID
    W2021305902
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