Optimal surviving strategy for drifted Brownian motions...

The Annals of Probability 2018 / 05 Vol. 46; Iss. 3

Optimal surviving strategy for drifted Brownian motions with absorption

Tang, Wenpin, Tsai, Li-Cheng
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Volume:
46
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/17-AOP1211
Date:
May, 2018
File:
PDF, 518 KB
english, 2018
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