{"paper":{"title":"On an Optimal Stopping Problem of an Insider","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.GN"],"primary_cat":"math.PR","authors_text":"Erhan Bayraktar, Zhou Zhou","submitted_at":"2013-01-14T19:27:04Z","abstract_excerpt":"We consider the optimal stopping problem $v^{(\\eps)}:=\\sup_{\\tau\\in\\mathcal{T}_{0,T}}\\mathbb{E}B_{(\\tau-\\eps)^+}$ posed by Shiryaev at the International Conference on Advanced Stochastic Optimization Problems organized by the Steklov Institute of Mathematics in September 2012. Here $T>0$ is a fixed time horizon, $(B_t)_{0\\leq t\\leq T}$ is the Brownian motion, $\\eps\\in[0,T]$ is a constant, and $\\mathcal{T}_{\\eps,T}$ is the set of stopping times taking values in $[\\eps,T]$. The solution of this problem is characterized by a path dependent reflected backward stochastic differential equations, fro"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1301.3100","kind":"arxiv","version":5},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}