Gluing and coupling

DOI10.1016/J.SPL.2010.03.016zbMath1195.60064OpenAlexW2022281616MaRDI QIDQ984009

Shun-Xiang Ouyang

Publication date: 13 July 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.03.016

zbMATH Keywords

stopping timemartingalecoupling

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales and classical analysis (60G46)

Cites Work

• Unnamed Item
• Coupling methods for multidimensional diffusion processes

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