Optimal Stopping of the Integral of a Wiener Process
- 1 March 1976
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 20 (2) , 387-391
- https://doi.org/10.1137/1120044
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Explicit Solutions to Some Problems of Optimal StoppingThe Annals of Mathematical Statistics, 1969
- On the regularity of the solution of a variational inequalityCommunications on Pure and Applied Mathematics, 1969