On wald-type optimal stopping for Brownian motion (Q4339248)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1018280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On wald-type optimal stopping for Brownian motion |
scientific article; zbMATH DE number 1018280 |
Statements
On wald-type optimal stopping for Brownian motion (English)
0 references
10 November 1997
0 references
Brownian motion
0 references
optimal stopping time
0 references
Wald's identity for Brownian motion
0 references
Burkholder-Gundy inequality
0 references
Doob's optional sampling theorem
0 references
0.875394880771637
0 references
0.8652973175048828
0 references
0.8272283673286438
0 references
0.8194336295127869
0 references
