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
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/3223/ |
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