On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion
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Publication:3556750
DOI10.1137/S0040585X97983882zbMATH Open1393.60041OpenAlexW2036419507MaRDI QIDQ3556750FDOQ3556750
Authors: Albert N. Shiryaev 
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97983882
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- On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps
- Stopping with expectation constraints: 3 points suffice
- Three-dimensional Brownian motion and the golden ratio rule
- On the optimal stopping of a Brownian motion with a negative drift
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