Решение задачи о предсказании абсолютного максимума однородной диффузии

Article Properties
  • Language
    Russian
  • DOI (url)
    10.4213/rm9597
  • Publication Date
    2014/01/01
  • Journal
    Uspekhi Matematicheskikh Nauk
  • Indian UGC (journal)
  • Refrences
    4
  • Андрей Александрович Каменов
  • Andrey Aleksandrovich Kamenov
Refrences
Title Journal Journal Categories Citations Publication Date
Optimal stopping and free-boundary problems 2006
Optimal stopping of the maximum process: the maximality principle The Annals of Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 74 1998
Envelope Theorems for Arbitrary Choice Sets Econometrica
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 677 2002
10.1007/978-3-642-03479-4_16