The Wiener disorder problem with finite horizon

Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Peskir, G. (2006) The Wiener disorder problem with finite horizon. Stochastic Processes and Their Applications, 116 (12). pp. 1770-1791. ISSN 0304-4149

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Identification Number: 10.1016/j.spa.2006.04.005

Item Type:	Article
Official URL:	http://www.sciencedirect.com/science/journal/03044...
Additional Information:	© 2006 Elsevier
Divisions:	Mathematics
Subjects:	H Social Sciences > HA Statistics
Date Deposited:	29 Jan 2008
Last Modified:	11 Dec 2024 23:03
URI:	http://eprints.lse.ac.uk/id/eprint/3223

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