{
  "id": "1409.5285",
  "version": "v1",
  "published": "2014-09-18T12:46:05.000Z",
  "updated": "2014-09-18T12:46:05.000Z",
  "title": "Optimal stopping of an $α$-Brownian bridge",
  "authors": [
    "Maik Görgens"
  ],
  "comment": "11 pages, 3 figures",
  "categories": [
    "math.PR"
  ],
  "abstract": "We study the problem of stopping an $\\alpha$-Brownian bridge as close as possible to its global maximum. This extends earlier results found for the Brownian bridge (the case $\\alpha=1$). The exact behavior for $\\alpha$ close to $0$ is investigated.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-09-18T12:46:05.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G40",
      "33C15"
    ],
    "keywords": [
      "brownian bridge",
      "optimal stopping",
      "extends earlier results",
      "exact behavior",
      "global maximum"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 11,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1409.5285G"
    }
  }
}