Optimal stopping time problem for random walks with polynomial reward functions (Q2922896): Difference between revisions

@@ Property / author @@
-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
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@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Optimal Stopping for Partial Sums
@@ Property / cites work: Optimal Stopping for Partial Sums / rank @@
+Normal rank
@@ Property / cites work @@
+On an Effective Solution of the Optimal Stopping Problem for Random Walks
+Normal rank
@@ Property / cites work @@
+Stochastic processes and orthogonal polynomials
@@ Property / cites work: Stochastic processes and orthogonal polynomials / rank @@
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@@ Property / cites work @@
+Q3552607
@@ Property / cites work: Q3552607 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5184259
@@ Property / cites work: Q5184259 / rank @@
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@@ Property / cites work @@
+A Random Walk with a Skip-Free Component and the Lagrange Inversion Formula
+Normal rank
@@ Property / cites work @@
+An iterative approximation procedure for the distribution of the maximum of a random walk
+Normal rank
@@ Property / cites work @@
+Q5634675
@@ Property / cites work: Q5634675 / rank @@
+Normal rank
@@ Property / cites work @@
+On distribution tail of the maximum of a random walk
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@@ Property / cites work @@
+Q4802791
@@ Property / cites work: Q4802791 / rank @@
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@@ Property / cites work @@
+Q5437087
@@ Property / cites work: Q5437087 / rank @@
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@@ Property / cites work @@
+Q5293700
@@ Property / cites work: Q5293700 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1090/s0094-9000-2013-00895-3
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@@ Property / OpenAlex ID @@
+W2034733429
@@ Property / OpenAlex ID: W2034733429 / rank @@
+Normal rank