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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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 Apr 2024 23:11 |
| URI: | http://eprints.lse.ac.uk/id/eprint/3223 |
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