On Optimal Stopping of a Wiener Process with Incomplete Data

DOI10.1137/1123012zbMath0423.62064OpenAlexW2029318222MaRDI QIDQ3857604

Hans-Heiner Fährmann

Publication date: 1978

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1123012

zbMATH Keywords

Wiener processincomplete data

Mathematics Subject Classification ID

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

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