Geodesic
Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2014), pp. 48-50

Voir la notice de l'article provenant de la source Math-Net.Ru

The paper presents a new class of functions dependent on skew-down random walk and its maximum such that the optimal moment in the optimal stopping problem for this function on a finite time interval is trivial and equal to the beginning of the interval. 
@article{VMUMM_2014_3_a6,
     author = {A. L. Vorob'ev},
     title = {Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {48--50},
     publisher = {mathdoc},
     number = {3},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2014_3_a6/}
}
TY  - JOUR
AU  - A. L. Vorob'ev
TI  - Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum
JO  - Vestnik Moskovskogo universiteta. Matematika, mehanika
PY  - 2014
SP  - 48
EP  - 50
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VMUMM_2014_3_a6/
LA  - ru
ID  - VMUMM_2014_3_a6
ER  - 
%0 Journal Article
%A A. L. Vorob'ev
%T Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum
%J Vestnik Moskovskogo universiteta. Matematika, mehanika
%D 2014
%P 48-50
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VMUMM_2014_3_a6/
%G ru
%F VMUMM_2014_3_a6
A. L. Vorob'ev. Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2014), pp. 48-50. http://geodesic.mathdoc.fr/item/VMUMM_2014_3_a6/