Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach |
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Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (English)
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20 June 2022
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optimal stopping
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Brownian bridges
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random horizon
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elastic Killing
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bang-bang Brownian motion
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local time
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