Existence and explicit determination of optimal stopping times
type: Item
instance of: scholarly article
title: Existence and explicit determination of optimal stopping times
zbMATH Open document ID: 0417.60052
DOI: 10.1016/0304-4149(78)90066-2
published in: Stochastic Processes and their Applications
publication date: 1978-01-01T00:00:00Z
full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3355
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60B10
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 3649756
zbMATH Keywords: optimal stopping problem
zbMATH Keywords: stopping time
zbMATH Keywords: first hitting time
zbMATH Keywords: Brownian motion
zbMATH Keywords: weak convergence
author: Anthony G. Mucci
MaRDI profile type: Publication
OpenAlex ID: W2087328635
cites work: Q5560061
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description: scientific article; zbMATH DE number 3649756