Optimal stopping variables for Brownian motion
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Publication:1844014
DOI10.1214/AOP/1176996711zbMath0282.60029OpenAlexW2093240195MaRDI QIDQ1844014
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996711
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (3)
An optimal stopping problem with finite horizon for sums of i.i.d. random variables ⋮ Existence and explicit determination of optimal stopping times ⋮ Solving non–linear optimal stopping problems by the method of time–change
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