STOPPING BROWNIAN MOTION WITHOUT ANTICIPATION AS CLOSE AS POSSIBLE TO ITS ULTIMATE MAXIMUM.
| Autor: | Graversen, S. E.1 matseg@imf.au.dk, Peskir, G.2 goran@imf.au.dk, Shiryaev, A. N.3 shiryaev@mi.ras.ru |
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| Zdroj: | Theory of Probability & Its Applications. 2001, Vol. 45 Issue 1, p41. 10p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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