[MaPhySto logo]
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 1999-23
July 1999

Stopping Brownian Motion without Anticipation as Close as Possible to its Ultimate Maximum


Svend Erik Graversen

Goran Peskir

Albert N. Shiryaev

Availability: [ gzipped ps-file ] [ pdf-file ]

[ Help on down-loading/viewing/printing ]

This paper has now been published in Theory Probab. Appl. 45, 125-136 (2000)