scientific article; zbMATH DE number 482632
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Publication:4274905
zbMath0807.60040MaRDI QIDQ4274905
Albert N. Shiryaev, Lawrence A. Shepp, Lester E. Dubins
Publication date: 29 November 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal stoppingsemimartingaleslocal timeBessel processesDirichlet processesmaximal inequalitieslocal martingalesmoving boundary problem for parabolic equationsprocesses with reflection
Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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