Stochastic processes with proportional increments and the last-arrival problem (Q444355)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic processes with proportional increments and the last-arrival problem |
scientific article |
Statements
Stochastic processes with proportional increments and the last-arrival problem (English)
0 references
14 August 2012
0 references
martingales
0 references
reverse martingales
0 references
Levy processes
0 references
optimal stopping problems
0 references
game version
0 references
no-information version
0 references
well-posedness
0 references
Hadamard's criteria
0 references
Shannon entropy
0 references
Pascal processes
0 references
\(1/e\)-law
0 references
monotone subsequence problem
0 references
investment problem
0 references
