On the comparison of prices in the discrete Kalman-Bucy model

zbMATH Open1278.91032MaRDI QIDQ2869655FDOQ2869655

Authors: Besarion Dochviri, Petre Babilua 

Publication date: 3 January 2014

Published in: Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Probabilistic games; gambling (91A60)

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