Optimization of joint \(p\)-variations of Brownian semimartingales (Q457782)
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scientific article; zbMATH DE number 6349194
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| English | Optimization of joint \(p\)-variations of Brownian semimartingales |
scientific article; zbMATH DE number 6349194 |
Statements
Optimization of joint \(p\)-variations of Brownian semimartingales (English)
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29 September 2014
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\(p\)-variations
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optimal stopping times
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Brownian semimartingales
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almost sure convergence
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0.75217205286026
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0.690413773059845
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0.6862775683403015
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0.6805069446563721
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0.6775606870651245
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