On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems (Q5700626)
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scientific article; zbMATH DE number 2220514
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| English | On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems |
scientific article; zbMATH DE number 2220514 |
Statements
On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems (English)
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28 October 2005
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moment of attaining the maximum
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Brownian motion
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optimal stopping
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0.8870642185211182
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0.8770776391029358
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0.875394880771637
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0.848710834980011
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0.8358355760574341
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