On wald-type optimal stopping for Brownian motion (Q4339248)
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scientific article; zbMATH DE number 1018280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On wald-type optimal stopping for Brownian motion |
scientific article; zbMATH DE number 1018280 |
Statements
On wald-type optimal stopping for Brownian motion (English)
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10 November 1997
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Brownian motion
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optimal stopping time
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Wald's identity for Brownian motion
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Burkholder-Gundy inequality
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Doob's optional sampling theorem
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