Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent
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Publication:5126530
DOI10.1007/978-3-030-28535-7_12zbMath1452.60052arXiv1803.04157OpenAlexW2790025773MaRDI QIDQ5126530
Publication date: 20 October 2020
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.04157
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)
Cites Work
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