On ?-optimal stopping of a drifted Brownian motion on the line

DOI10.1007/BF00536293zbMath0328.60027OpenAlexW2043139579MaRDI QIDQ4094195

Esa Uusipaikka

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536293

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Integral representation of excessive functions of a Markov process
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