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The Wiener disorder problem with finite horizon

Gapeev, Pavel V. 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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Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/03044...
Additional Information: © 2006 Elsevier
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Mathematics
Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 29 Jan 2008
URL: http://eprints.lse.ac.uk/3223/

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