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The Gapeev-Shiryaev Conjecture - MaRDI portal

The Gapeev-Shiryaev Conjecture

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Publication:6533072

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arXiv2405.01685MaRDI QIDQ6533072

Philip Ernst, Goran Peskir

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Degenerate parabolic equations (35K65) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Hypoelliptic equations (35H10) Stochastic integral equations (60H20)

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