On Markov Stopping Times with a Given Distribution for a Wiener Process

DOI10.1137/1125045zbMath0456.60081OpenAlexW2025020640MaRDI QIDQ3906231

Svetlana Anulova

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1125045

zbMATH Keywords

stopping time

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (8)

Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary ⋮ Geometry of distribution-constrained optimal stopping problems ⋮ On the inverse first-passage-time problem for a Wiener process ⋮ The inverse first passage time problem for killed Brownian motion ⋮ Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem ⋮ The inverse first-passage time problem as hydrodynamic limit of a particle system ⋮ An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion ⋮ Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions

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