An optimal stopping problem with finite horizon for sums of I.I.D. random variables-Reference-Cited by-同舟云学术

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An optimal stopping problem with finite horizon for sums of I.I.D. random variables

Published:1987 Issue: Volume:26 Page:107-121
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Stadje Wolfgang

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference18 articles.

1. Optimal stopping problems for Brownian motion;Bather;Adv. Appl. Prob.,1970

2. Convergence of Probability Measures;Billingsley,1968

3. Probability;Breiman,1968

4. Optimal selection of stopping time for a Markov process;Dynkin;Dokl. Akad. Nauk USSR,1963

5. Optimal selection of stopping time for a Markov process;Dynkin;Soviet Math.,1963

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A new integral equation for Brownian stopping problems with finite time horizon;Stochastic Processes and their Applications;2023-08

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