Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of a Brownian bridge with an unknown pinning point |
scientific article |
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Optimal stopping of a Brownian bridge with an unknown pinning point (English)
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24 January 2020
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Brownian bridge
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optimal stopping
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sequential analysis
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stochastic filtering
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incomplete information
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