Optimal Stopping of the Integral of a Wiener Process

Autor:	T. P. Miroshnichenko
Rok vydání:	1976
Předmět:	Statistics and Probability symbols.namesake Mathematical optimization Wiener process symbols Optimal stopping Statistics Probability and Uncertainty Mathematics
Zdroj:	Theory of Probability & Its Applications. 20:387-391
ISSN:	1095-7219 0040-585X
DOI:	10.1137/1120044
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8d5ba9c4f9dd795fd5df83f6c0b4f179 https://doi.org/10.1137/1120044 Zobrazit plný text záznamu