|
This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On an optimal stopping problem of an insider
E. Bayraktara, Zh. Zhoub
a University of Michigan
b University of Minnesota, Department of Mathematics
| Funding Agency |
Grant Number |
National Science Foundation  |
DMS 0955463 |
| This research was supported in part by the National Science Foundation under grants DMS 0955463. |
DOI:
https://doi.org/10.4213/tvp5050
 Full text:
PDF file (224 kB)
References:
PDF file
HTML file
English version:
Theory of Probability and its Applications, 2017, 61:1, 129–133
Bibliographic databases:
    
Received: 18.08.2014
Language:
Citation:
E. Bayraktar, Zh. Zhou, “On an optimal stopping problem of an insider”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 181–186; Theory Probab. Appl., 61:1 (2017), 129–133
Citation in format AMSBIB
\Bibitem{BayZho16}
\by E.~Bayraktar, Zh.~Zhou
\paper On an optimal stopping problem of an insider
\jour Teor. Veroyatnost. i Primenen.
\yr 2016
\vol 61
\issue 1
\pages 181--186
\mathnet{http://mi.mathnet.ru/tvp5050}
\crossref{https://doi.org/10.4213/tvp5050}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3626428}
\zmath{https://zbmath.org/?q=an:06693312}
\elib{https://elibrary.ru/item.asp?id=26414470}
\transl
\jour Theory Probab. Appl.
\yr 2017
\vol 61
\issue 1
\pages 129--133
\crossref{https://doi.org/10.1137/S0040585X97T98806X}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000395947600008}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85014759562}
Linking options:
http://mi.mathnet.ru/eng/tvp5050https://doi.org/10.4213/tvp5050 http://mi.mathnet.ru/eng/tvp/v61/i1/p181
Citing articles on Google Scholar:
Russian citations,
English citations
Related articles on Google Scholar:
Russian articles,
English articles
This publication is cited in the following articles:
-
Ph. A. Ernst, L. C. G. Rogers, Q. Zhou, “The value of foresight”, Stoch. Process. Their Appl., 127:12 (2017), 3913–3927
-
Yu. F. Saporito, J. Zhang, “Stochastic control with delayed information and related nonlinear master equation”, SIAM J. Control Optim., 57:1 (2019), 693–717
|
| Number of views: |
| This page: | 387 | | Full text: | 74 | | References: | 37 | | First page: | 9 |
|
Terms of Use