The Wiener Continuous Disorder Problem

被引:0
|
作者
Aliev, A. F. [1 ]
机构
[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 119991, Russia
关键词
Risk Function; DOKLADY Mathematic; Monotone Conver Gence Theorem; Homogeneous Markov Process; Optimal Stopping;
D O I
10.1134/S1064562413030125
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
[No abstract available]
引用
收藏
页码:274 / 278
页数:5
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