Pages that link to "Item:Q3498585"
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The following pages link to Predicting the last zero of Brownian motion with drift (Q3498585):
Displaying 12 items.
- Optimal detection of a hidden target: the median rule (Q424533) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
- OPTIMAL STOPPING FOR THE LAST EXIT TIME (Q4645777) (← links)
- The last zero-crossing of an iterated brownian motion with drift (Q5086485) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)