Optimal Stopping Variables for Stochastic Process with Independent Increments
Work
Year: 1974
Type: article
Abstract: Let $\{W(t): t$ a nonnegative real number$\}$ denote a stochastic process with right-continuous sample paths with probability one, independent increments which are statistically homogeneous, $E\{W(t)\... more
Source: The Annals of Probability
Author LeRoy H. Walker
Cites:
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 69.19
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze