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 
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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     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},
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     url = {http://geodesic.mathdoc.fr/item/VMUMM_2014_3_a6/}
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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.

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