par Bruss, F Thomas 
;Yor, Marc
Référence Stochastic processes and their applications, 122, 9, page (3239-3261)
Publication Publié, 2012-09
;Yor, MarcRéférence Stochastic processes and their applications, 122, 9, page (3239-3261)
Publication Publié, 2012-09
Article révisé par les pairs
| Titre: |
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| Auteur: | Bruss, F Thomas; Yor, Marc |
| Informations sur la publication: | Stochastic processes and their applications, 122, 9, page (3239-3261) |
| Statut de publication: | Publié, 2012-09 |
| Sujet CREF: | Probabilités |
| Statistique mathématique | |
| Mathématiques | |
| Informatique mathématique | |
| Mots-clés: | 1 e-law |
| Game version | |
| Hadamard's criteria | |
| Investment problem | |
| Lévy processes | |
| Martingales | |
| Monotone subsequence problem | |
| No-information version | |
| Optimal stopping problems | |
| Pascal processes | |
| Reverse martingales | |
| Shannon entropy | |
| Well-posedness | |
| Note générale: | SCOPUS: ar.j |
| Langue: | Anglais |
| Identificateurs: | urn:issn:0304-4149 |
| info:doi/10.1016/j.spa.2012.05.010 | |
| info:pii/S0304414912001044 | |
| info:scp/84862654569 |
