On the optimal stopping of a Brownian motion with a negative drift (Q4905020)
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scientific article; zbMATH DE number 6136032
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| English | On the optimal stopping of a Brownian motion with a negative drift |
scientific article; zbMATH DE number 6136032 |
Statements
On the Optimal Stopping of a Brownian Motion with a Negative Drift (English)
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14 February 2013
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unpredictable moment
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quickest detection
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Brownian motion with a drift
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0.8312336206436157
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0.8229117393493652
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0.8224668502807617
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0.8134889602661133
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0.8114252686500549
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