Optimal Prediction of the Last-Passage Time of a Transient Diffusion (Q5244641)
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scientific article; zbMATH DE number 6420756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Prediction of the Last-Passage Time of a Transient Diffusion |
scientific article; zbMATH DE number 6420756 |
Statements
Optimal Prediction of the Last-Passage Time of a Transient Diffusion (English)
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27 March 2015
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transient diffusions
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last-passage times
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optimal prediction
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optimal stopping
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free-boundary problems
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