par Bruss, F Thomas ;Delbaen, Freddy
Référence Stochastic processes and their applications, 114, page (287-311)
Publication Publié, 2005
Article révisé par les pairs
Titre:
  • A Central Limit Theorem for the Optimal Selection Process for Monotone Subsequences of Maximum Expected Length
Auteur:Bruss, F Thomas; Delbaen, Freddy
Informations sur la publication:Stochastic processes and their applications, 114, page (287-311)
Statut de publication:Publié, 2005
Sujet CREF:Mathématiques
Mots-clés:Bracket process
Compensator
Covariance of processes
Dynkin's theorem
Functional Central Limit Theorem
Infinitesimal generator
Intensities
Martingales
Normalization
Online selection
Optimality principles
Poisson process
Predictable process
Squared variation
Note générale:SCOPUS: ar.j
Langue:Anglais
Identificateurs:urn:issn:0304-4149
info:doi/10.1016/j.spa.2004.09.002
info:scp/8444236722