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
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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},
year = {2014},
number = {3},
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 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 %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/
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