Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
Graversen, S. E., Peskir, G., Shiryaev, A. N.
Published in Theory of probability and its applications (01.01.2001)
Published in Theory of probability and its applications (01.01.2001)
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Journal Article
Detecting the presence of a random drift in Brownian motion
Johnson, P., Pedersen, J.L., Peskir, G., Zucca, C.
Published in Stochastic processes and their applications (01.08.2022)
Published in Stochastic processes and their applications (01.08.2022)
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Journal Article