The standard Poisson disorder problem revisited

Autor: Bayraktar, Erhan1 erhan@umich.edu, Dayanik, Savas2,3 sdayanik@princeton.edu, Karatzas, Ioannis4 ik@math.columbia.edu
Zdroj: Stochastic Processes & Their Applications. Sep2005, Vol. 115 Issue 9, p1437-1450. 14p.
Databáze: Academic Search Ultimate