On Markov Stopping Times with a Given Distribution for a Wiener Process

DOI10.1137/1125045MaRDI QIDQ3906231zbMATH OpenOpenAlexFDO

Authors Svetlana Anulova

Publication date 1980

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

Full work available at URL https://doi.org/10.1137/1125045

zbMATH Keywords

stopping time

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(8)

• The inverse first-passage time problem as hydrodynamic limit of a particle system
• Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary
• Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions
• On the inverse first-passage-time problem for a Wiener process
• The inverse first passage time problem for killed Brownian motion
• Higher-order regularity of the free boundary in the inverse first-passage problem
• An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion
• Geometry of distribution-constrained optimal stopping problems

This page was built for publication: On Markov Stopping Times with a Given Distribution for a Wiener Process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3906231)