scientific article; zbMATH DE number 1516541

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zbMath0955.60055MaRDI QIDQ4509184

Yanina A. Ol'Tsik, Yuliya S. Mishura

Publication date: 11 October 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equation Wiener process optimal stopping martingale optimal financial strategy

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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