Duration problem on trajectories

DOI10.1080/17442500601072704zbMath1123.60025OpenAlexW1986401828MaRDI QIDQ3429341

Mitsushi Tamaki, Vladimir V. Mazalov

Publication date: 30 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500601072704

zbMATH Keywords

optimal stoppingdurationBallot problemurn sampling

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Harmonic numbers in gambler's ruin problem ⋮ Optimal double stopping of a Brownian bridge

Cites Work

• Optimal stopping on trajectories and the ballot problem
• Explicit Solutions to Some Problems of Optimal Stopping
• Unnamed Item

This page was built for publication: Duration problem on trajectories