Integral Equations and the First Passage Time of Brownian Motions
From MaRDI portal
Publication:6212776
arXiv0902.2569MaRDI QIDQ6212776
Sebastian Jaimungal, Angelo Valov, Alex Kreinin
Publication date: 16 February 2009
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Fredholm integral equations (45B05) Volterra integral equations (45D05)
This page was built for publication: Integral Equations and the First Passage Time of Brownian Motions
