On the Optimal Stopping of a Brownian Motion with a Negative Drift

DOI10.1137/S0040585X97985455zbMath1260.60076OpenAlexW2044024056MaRDI QIDQ4905020

S. S. Sinelnikov

Publication date: 14 February 2013

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

Full work available at URL: https://doi.org/10.1137/s0040585x97985455

zbMATH Keywords

quickest detectionBrownian motion with a driftunpredictable moment

Mathematics Subject Classification ID

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

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