Optimal stopping variables for Brownian motion

DOI10.1214/AOP/1176996711zbMATH Open0282.60029OpenAlexW2093240195MaRDI QIDQ1844014FDOQ1844014

Authors: LeRoy H. Walker 

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996711

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cited In (3)

• An optimal stopping problem with finite horizon for sums of i.i.d. random variables
• Solving non–linear optimal stopping problems by the method of time–change
• Existence and explicit determination of optimal stopping times

This page was built for publication: Optimal stopping variables for Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1844014)