The G\^ateaux derivative of the curvilinear boundary crossing probability of a diffusion process

MaRDI QIDQ6519488arXivFDO

Authors K. Borovkov

Mathematics Subject Classification ID

Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales and classical analysis (60G46)

This page was built for publication: The G\^ateaux derivative of the curvilinear boundary crossing probability of a diffusion process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6519488)