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dc.contributor.authorEspinosa, Gilles-Edouard
dc.contributor.authorTouzi, Nizar
dc.date.accessioned2011-01-24T08:52:32Z
dc.date.available2011-01-24T08:52:32Z
dc.date.issued2012
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/5527
dc.descriptionLe fichier attaché contient une version "document de travail" antérieure intitulée "Detecting the Maximum of a Mean-Reverting Scalar Diffusion"
dc.language.isoenen
dc.subjectBrownian motionsen
dc.subjectoptimal stopping timesen
dc.subjectCIR-Feller processen
dc.subjectOrnstein-Uhlenbeck processen
dc.subject.ddc519en
dc.titleDetecting the Maximum of a Scalar Diffusion with Negative Driften
dc.typeArticle accepté pour publication ou publié
dc.relation.isversionofjnlnameSIAM Journal on Control and Optimization
dc.relation.isversionofjnlvol50
dc.relation.isversionofjnlissue5
dc.relation.isversionofjnldate2012
dc.relation.isversionofjnlpages2543-2572
dc.relation.isversionofdoihttp://dx.doi.org/10.1137/110838352
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSIAM
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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