Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift (Q3528728)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift |
scientific article |
Statements
Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift (English)
0 references
17 October 2008
0 references
optimal prediction
0 references
optimal stopping
0 references
parabolic free-boundary problem
0 references
local time-space calculus
0 references
Volterra integral equation
0 references
Lévy process
0 references
