Open AccessStopping Brownian motion without anticipation as close as possible to its ultimate maximum
Author(s) -
Svend Erik Graversen,
Goran Peškir,
Альберт Николаевич Ширяев,
Albert N. Shiryaev
Publication year - 2000
Publication title -
теория вероятностей и ее применения
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp327
Subject(s) - anticipation (artificial intelligence) , brownian motion , statistical physics , mathematics , motion (physics) , optimal stopping , geometric brownian motion , economics , mathematical economics , computer science , physics , classical mechanics , statistics , diffusion process , artificial intelligence , economy , service (business)
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