×

zbMATH — the first resource for mathematics

Formulas for stopped diffusion processes with stopping times based on the maximum. (English) Zbl 0367.60093

MSC:
60J60 Diffusion processes
60G40 Stopping times; optimal stopping problems; gambling theory
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
PDF BibTeX XML Cite
Full Text: DOI