The Wiener disorder problem with finite horizon

Gapeev, P. V.ORCID logo & Peskir, G. (2006). The Wiener disorder problem with finite horizon. Stochastic Processes and Their Applications, 116(12), 1770-1791. https://doi.org/10.1016/j.spa.2006.04.005
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Item Type Article
Copyright holders © 2006 Elsevier
Departments LSE > Academic Departments > Mathematics
DOI 10.1016/j.spa.2006.04.005
Date Deposited 29 Jan 2008
URI https://researchonline.lse.ac.uk/id/eprint/3223

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