Pages that link to "Item:Q255762"
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The following pages link to Optimal stopping for absolute maximum of homogeneous diffusion (Q255762):
Displaying 7 items.
- Optimal stopping of the maximum process: The maximality principle (Q1307457) (← links)
- Optimal stopping and maximal inequalities for linear diffusions (Q1383185) (← links)
- The high contact principle with reward functions involving initial points (Q1719172) (← links)
- Absorbing boundaries and optimal stopping in a stochastic differential equation (Q1967100) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- Optimal stopping of the maximum process (Q2923438) (← links)
- On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion (Q2925753) (← links)