Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943)
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scientific article; zbMATH DE number 6551525
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| English | Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder |
scientific article; zbMATH DE number 6551525 |
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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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0.8822791
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0.8699343
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0.8644771
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0.8598607
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0.8555563
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