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Bulletin of the American Mathematical Society

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Regarding stopping rules for Brownian motion and random walks


Author: Leroy H. Walker
Journal: Bull. Amer. Math. Soc. 75 (1969), 46-50
DOI: https://doi.org/10.1090/S0002-9904-1969-12140-3
MathSciNet review: 0239630
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  • 4. A. Dvoretzky, Existence and properties of certain optimal stopping rules, Proc. Fifth Berkeley Sympos. Math. Statis. Prob., University Press, Berkeley, Calif., vol. 1, 1967, pp. 441-452. MR 214232
  • 5. L. A. Shepp, Explicit solutions to some problems of optimal stopping, Ann. Math. Statist, (to appear). MR 250415
  • 6. A. V. Skorokhod, Studies in the theory of random processes, University of Kiev, Kiev (1961); English transl., Addison-Wesley, Reading, Mass., 1965. MR 185620
  • 7. H. Teicher and J. Wolfowitz, Existence of optimal stopping rules for linear and quadratic rewards, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 5 (1966), 361-368. MR 210268


Additional Information

DOI: https://doi.org/10.1090/S0002-9904-1969-12140-3

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