Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift (Q3528728)
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scientific article; zbMATH DE number 5353216
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift |
scientific article; zbMATH DE number 5353216 |
Statements
Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift (English)
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17 October 2008
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optimal prediction
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optimal stopping
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parabolic free-boundary problem
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local time-space calculus
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Volterra integral equation
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Lévy process
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0.9128326177597046
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0.877900242805481
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0.8491319417953491
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0.8322145342826843
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