Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496)

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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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