The generalized Shiryaev problem and Skorokhod embedding (Q2931886)
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scientific article
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| English | The generalized Shiryaev problem and Skorokhod embedding |
scientific article |
Statements
The Generalized Shiryaev Problem and Skorokhod Embedding (English)
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28 November 2014
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Shiryaev's inverse boundary problem
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Skorokhod embedding problem
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first hitting time
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Brownian motion
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0.7937976717948914
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0.7857571840286255
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0.7854154706001282
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0.782439649105072
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0.7801469564437866
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