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Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

  • Published:1994-06 Issue:2 Volume:38 Page:226-261
  • ISSN:0040-585X
  • Container-title:Theory of Probability & Its Applications
  • language:en
  • Short-container-title:Theory Probab. Appl.

Author:

Dubins L. E.,Shepp L. A.,Shiryaev A. N.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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