English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We consider optimal stopping problems for a Brownian motion and a geometricBrownian motion with a "disorder", assuming that the moment of a disorder isuniformly distributed on a finite interval. Optimal stopping rules are found asthe first hitting times of some Markov process (the Shiryaev-Roberts statistic)to time-dependent boundaries, which are characterized by certain Volterraintegral equations. The problems considered are related to mathematical financeand can be applied in questions of choosing the optimal time to sell an assetwith changing trend.

Optimal stopping problems for a Brownian motion with a disorder on a finite interval