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OPTIMAL STOPPING FOR THE LAST EXIT TIME - MaRDI portal

OPTIMAL STOPPING FOR THE LAST EXIT TIME (Q4645777)

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scientific article; zbMATH DE number 7000029
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English
OPTIMAL STOPPING FOR THE LAST EXIT TIME
scientific article; zbMATH DE number 7000029

    Statements

    title
    OPTIMAL STOPPING FOR THE LAST EXIT TIME (English)
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    author
    Dan Ren
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    publication date
    10 January 2019
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    zbMATH Keywords
    optimal stopping
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    random time
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    downwards transient diffusion
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    last exit time
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    62M20
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    60J65
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    zbMATH DE Number
    7000029
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    OpenAlex ID
    W2895157924
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    Wikidata QID
    Q129165068
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