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

MaRDI QIDQ2869655zbMATH OpenFDO

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)

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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