scientific article; zbMATH DE number 2034361

zbMATH Open1038.60035MaRDI QIDQ4444985FDOQ4444985

Isaac Meilijson

Publication date: 28 January 2004

Title of this publication is not available (Why is that?)

Recommendations

• The Maximality Principle Revisited: On Certain Optimal Stopping Problems
• An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale.
• Skorokhod embeddings, minimality and non-centred target distributions
• A unifying class of Skorokhod embeddings: connecting the Azéma-Yor and Vallois embeddings
• Optimal stopping and embedding

zbMATH Keywords

optimal stoppingSkorokhod embeddingstochastic orderAzéma-Yor stopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic models in economics (91B70)

Cited In (3)

• Title not available (Why is that?)
• Optimization and majorization of invariant measures
• Order patterns, their variation and change points in financial time series and Brownian motion

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4444985)