Degeneracy condition of the optimal moment in the problem of optimal stopping for the functional on skew-down random walk and its maximum / A. L. Vorob'ev. //Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2014. ? 3. P. 48-50 [Moscow Univ. Math. Bulletin. Vol. 69, N 3, 2014.].

The paper presents a new class of functions dependent on skew-down random walk and its maximum such that the optimal moment in the optimal stopping problem for this function on a finite time interval is trivial and equal to the beginning of the interval.

Key words: skew random walk, optimal stopping, "buy-and-hold" rule.