Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of the maximum process: a converse to the results of Peskir |
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Optimal stopping of the maximum process: a converse to the results of Peskir (English)
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30 March 2007
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optimal stopping
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Brownian motion
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excursion theory
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Skorokhod embedding problem
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