Optimization of joint \(p\)-variations of Brownian semimartingales (Q457782)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimization of joint \(p\)-variations of Brownian semimartingales |
scientific article; zbMATH DE number 6349194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of joint \(p\)-variations of Brownian semimartingales |
scientific article; zbMATH DE number 6349194 |
Statements
Optimization of joint \(p\)-variations of Brownian semimartingales (English)
0 references
29 September 2014
0 references
\(p\)-variations
0 references
optimal stopping times
0 references
Brownian semimartingales
0 references
almost sure convergence
0 references