Optimal forecasting of the time of attaining the maximum by Brownian motion

被引:2
|
作者
Urusov, MA [1 ]
机构
[1] Moscow MV Lomonosov State Univ, Moscow, Russia
关键词
D O I
10.1070/RM2002v057n01ABEH000487
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:163 / 164
页数:2
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