Further studies on square-root boundaries for Bessel processes
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Publication:1663749
DOI10.1214/18-ECP139zbMath1397.60079arXiv1709.08923OpenAlexW2963006526MaRDI QIDQ1663749
Hiroyuki Matsumoto, Larbi Alili
Publication date: 23 August 2018
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.08923
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Self-similar stochastic processes (60G18)
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Cites Work
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