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2007, Issue 8
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On Martingale Methods in the Boundary Crossing Problems for Brownian Motion
Author: A. N. Shiryaev
ISBN: 5-98419-020-6
UDC: 519.216.5+519.216.8
Full text:
Contents
Full-text in PDF (1172 kB)
Citation:
A. N. Shiryaev, On Martingale Methods in the Boundary Crossing Problems for Brownian Motion, Sovrem. Probl. Mat., 8, Steklov Math. Institute of RAS, Moscow, 2007, 80 pp.
Citation in format AMSBIB:
\Bibitem{1}
\by A.~N.~Shiryaev
\book On Martingale Methods in the Boundary Crossing Problems for Brownian Motion
\serial Sovrem. Probl. Mat.
\yr 2007
\vol 8
\publ Steklov Math. Institute of RAS
\publaddr Moscow
\totalpages 80
\mathnet{http://mi.mathnet.ru/book469}
\crossref{https://doi.org/10.4213/book469}
Linking options:
https://doi.org/10.4213/book469
http://mi.mathnet.ru/eng/book469
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