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Optimal stopping of oscillating Brownian motion - MaRDI portal

Optimal stopping of oscillating Brownian motion (Q2274112)

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Optimal stopping of oscillating Brownian motion
scientific article

    Statements

    title
    Optimal stopping of oscillating Brownian motion (English)
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    author
    Ernesto Mordecki
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    Paavo H. Salminen
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    publication date
    19 September 2019
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    zbMATH Keywords
    excessive function
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    integral representation of excessive functions
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    Identifiers

    DOI
    10.1214/19-ECP250
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    Mathematics Subject Classification ID
    60J60
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    60J65
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    62L15
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    zbMATH DE Number
    7107314
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    arXiv ID
    1903.01457
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    OpenAlex ID
    W2972606358
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