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Brownian Optimal Stopping and Random Walks

✍ Scribed by Lamberton

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On infinite horizon optimal stopping of

✍ Jukka Lempa 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 248 KB

Brownian motion problem: Random walk and

✍ Shama Sharma; Vishwamittar 📂 Article 📅 2005 🏛 Indian Academy of Sciences 🌐 English ⚖ 968 KB

Fractional Brownian motion, random walks

✍ Tommi Sottinen 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 89 KB

Brownian motion and random walk perturbe

✍ Burgess Davis 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 147 KB

Martingale convergence and the stopped b

✍ A.E. Kyprianou 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 122 KB

Windings of spherically symmetric random

✍ Claude Bélisle 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 297 KB