Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (Q891133)
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scientific article; zbMATH DE number 6509271
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| English | Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum |
scientific article; zbMATH DE number 6509271 |
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Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (English)
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16 November 2015
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optimal stopping problem
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symmetric random walk
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optimal moment
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0.9643361
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0.8720795
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0.8674485
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0.86199373
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0.8583584
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