tang.tsai:18:optimal¶
BibTeX Entry:
@article{tang.tsai:18:optimal,
author = {Tang, Wenpin and Tsai, Li-Cheng},
doi = {10.1214/17-AOP1211},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60K35 (35R35 35R37 82C22)},
mrnumber = {3785596},
number = {3},
pages = {1597--1650},
title = {Optimal surviving strategy for drifted {B}rownian motions with absorption},
url = {https://doi.org/10.1214/17-AOP1211},
volume = {46},
year = {2018}
}