A stopped Brownian motion formula
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Publication:1216106
DOI10.1214/aop/1176996395zbMath0303.60072OpenAlexW1985734937MaRDI QIDQ1216106
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996395
Applications of statistics in engineering and industry; control charts (62P30) Brownian motion (60J65) Trade models (91B60) Stopping times; optimal stopping problems; gambling theory (60G40)
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