On a Game Connected with the Wiener Process-Reference-Cited by-同舟云学术

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On a Game Connected with the Wiener Process

Published:1969-01 Issue:4 Volume:14 Page:701-704
ISSN:0040-585X
Container-title:Theory of Probability & Its Applications
language:en
Short-container-title:Theory Probab. Appl.

Author:

Gusein-Zade S. M.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://epubs.siam.org/doi/pdf/10.1137/1114088

Reference4 articles.

1. Markov Processes

2. Diffusion Processes and their Sample Paths

3. The Optimal Stopping Rule for a Two-Person Markov Chain with Opposing Interests

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