A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268)
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scientific article; zbMATH DE number 7458568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty |
scientific article; zbMATH DE number 7458568 |
Statements
A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (English)
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18 January 2022
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\(\kappa\)-ambiguity
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multidimensional Brownian motion
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diffusion processes
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Bessel processes
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