scientific article; zbMATH DE number 2034361

MaRDI QIDQ4444985zbMATH OpenFDO

Authors Isaac Meilijson

Publication date 28 January 2004

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)

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(3)

• Order patterns, their variation and change points in financial time series and Brownian motion
• scientific article; zbMATH DE number 2227483 (Why is no real title available?)
• Optimization and majorization of invariant measures

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