Optimal stopping of constrained Brownian motion
From MaRDI portal
Publication:5651972
DOI10.2307/3212325zbMATH Open0241.60034OpenAlexW4239979826MaRDI QIDQ5651972FDOQ5651972
Publication date: 1972
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212325
Diffusion processes (60J60) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Probabilistic potential theory (60J45)
Cited In (5)
- Optimal stopping for the exponential of a Brownian bridge
- Rank-based selection strategies for the random walk process
- With or without replacement? Sampling uncertainty in Shepp’s urn scheme
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems
This page was built for publication: Optimal stopping of constrained Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5651972)
