Optimal stopping rules and maximal inequalities for Bessel processes
- Author
- DUBINS, L. E1 ; SHEPP, L. A; SHIRYAEV, A. N; TOLSTOGANOVA, N. A (Translator)
[1] Univ. California, dep. mathematics, Berkeley CA 94720, United States - Source
Theory of probability and its applications. 1993, Vol 38, Num 2, pp 226-261 ; ref : 33 ref
- ISSN
- 0040-585X
- Scientific domain
- Mathematics
- Publisher
- Society for Industrial and Applied Mathematics, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Arrêt optimal Inégalité Maximum Mouvement brownien Règle arrêt Réflexion Semimartingale Temps local Martingale locale Problème Stephan Processus Bessel Processus Dirichlet
- Keyword (en)
- Optimal stopping Inequality Maximum Brownian motion Stopping rule Reflection Semimartingale Local time Dirichlet process
- Keyword (es)
- Interrupción óptima Desigualdad Máximo Movimiento browniano Regla parada Reflexión Semimartingale Tiempo local
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 4193513
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1137/1138024 
https://dx.doi.org/10.1137/1138024
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