Fernandez, Begona; Hernandez-Hernandez, Daniel; Meda-Guardiola, Ana; et. al.
(Mathematical Methods of Operations Research, 2008-08)
Abstract
Let W = (W(i))(i is an element of N) he an infinite dimensional Brownian motion and (X(t))(1 >= 0) a continuous adapted n-dimensional process. Set tau(R) = infit : X(t) - x(t)vertical bar, where x(t-t) >= 0 is ...