Asymptotics of the boundaries in one non-linear optimal stopping problem

DOI10.1070/RM9912MaRDI QIDQ3305705zbMATH OpenOpenAlexFDO

Authors Alekseĭ A. Muravlev

Publication date 10 August 2020

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm9912

zbMATH Keywords

nonlinear optimal stopping problem

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites work

• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
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