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Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder - MaRDI portal

Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943)

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scientific article; zbMATH DE number 6551525
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Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder
scientific article; zbMATH DE number 6551525

    Statements

    Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (English)
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    8 March 2016
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    Brownian motion
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    disorder
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    optimal stopping problem
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    integral equations
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