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MaPhySto
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

by:

Svend Erik Graversen

Goran Peskir

Albert N. Shiryaev

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