✦ LIBER ✦

Optimal prediction of the ultimate maximum of Brownian motion

✍ Scribed by Pedersen, Jesper Lund

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal tracking of brownian motion

✍ Assaf, David ;Shepp, Larry ;Yao, Yi-Ching 📂 Article 📅 1995 🏛 Taylor and Francis Group ⚖ 447 KB

On the Maximum of a Fractional Brownian

✍ Molchan, G. M. 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 121 KB

On the Prediction of Fractional Brownian

✍ Gustaf Gripenberg and Ilkka Norros 📂 Article 📅 1996 🏛 Applied Probability Trust 🌐 English ⚖ 784 KB

Binomial approximation of Brownian motio

✍ Raffaella Carbone 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 270 KB

Asymptotics of the maximum of Brownian m

✍ Janssen, A.J.E.M.; van Leeuwaarden, J.S.H. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 280 KB

On optimal control of a brownian motion

✍ Yu-Chung Liao 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 325 KB