Three-dimensional Brownian motion and the golden ratio rule (Q1950257): Difference between revisions

@@ Property / author @@
-Kristoffer J. Glover
@@ Property / author: Kristoffer J. Glover / rank @@
-Normal rank
@@ Property / author @@
-Goran Peskir
@@ Property / author: Goran Peskir / rank @@
-Normal rank
@@ Property / author @@
+Kristoffer J. Glover
@@ Property / author: Kristoffer J. Glover / rank @@
+Normal rank
@@ Property / author @@
+Goran Peskir
@@ Property / author: Goran Peskir / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2891
@@ Property / arXiv ID: 1303.2891 / rank @@
+Normal rank
@@ Property / cites work @@
+Predicting the ultimate supremum of a stable Lévy process with no negative jumps
+Normal rank
@@ Property / cites work @@
+Examples of optimal prediction in the infinite horizon case
+Normal rank
@@ Property / cites work @@
+Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping
+Normal rank
@@ Property / cites work @@
+On the joint distribution of the maximum and its location for a linear diffusion
+Normal rank
@@ Property / cites work @@
+The trap of complacency in predicting the maximum
@@ Property / cites work: The trap of complacency in predicting the maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift
+Normal rank
@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Predicting the last zero of Brownian motion with drift
+Normal rank
@@ Property / cites work @@
+On the expected diameter of an \(L_{2}\)-bounded martingale
+Normal rank
@@ Property / cites work @@
+Q3823568
@@ Property / cites work: Q3823568 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274905
@@ Property / cites work: Q4274905 / rank @@
+Normal rank
@@ Property / cites work @@
+Discounted optimal stopping for maxima in diffusion models with finite horizon
+Normal rank
@@ Property / cites work @@
+Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
+Normal rank
@@ Property / cites work @@
+\(\pi \) options
@@ Property / cites work: \(\pi \) options / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping of the maximum process: a converse to the results of Peskir
+Normal rank
@@ Property / cites work @@
+Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\)
+Normal rank
@@ Property / cites work @@
+Q4791751
@@ Property / cites work: Q4791751 / rank @@
+Normal rank
@@ Property / cites work @@
+On a stochastic version of the trading rule “Buy and Hold”
+Normal rank
@@ Property / cites work @@
+The Skorokhod embedding problem and its offspring
@@ Property / cites work: The Skorokhod embedding problem and its offspring / rank @@
+Normal rank
@@ Property / cites work @@
+The Maximality Principle Revisited: On Certain Optimal Stopping Problems
+Normal rank
@@ Property / cites work @@
+Discounted optimal stopping problems for the maximum process
+Normal rank
@@ Property / cites work @@
+Optimal prediction of the ultimate maximum of Brownian motion
+Normal rank
@@ Property / cites work @@
+Optimal stopping of the maximum process: The maximality principle
+Normal rank
@@ Property / cites work @@
+A Change-of-Variable Formula with Local Time on Surfaces
+Normal rank
@@ Property / cites work @@
+Q3165390
@@ Property / cites work: Q3165390 / rank @@
+Normal rank
@@ Property / cites work @@
+Quickest detection of a hidden target and extremal surfaces
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4892160
@@ Property / cites work: Q4892160 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782369
@@ Property / cites work: Q2782369 / rank @@
+Normal rank
@@ Property / cites work @@
+On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion
+Normal rank
@@ Property / cites work @@
+On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems
+Normal rank
@@ Property / cites work @@
+Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
+Normal rank
@@ Property / cites work @@
+A maximal inequality for skew Brownian motion
@@ Property / cites work: A maximal inequality for skew Brownian motion / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2038224795
@@ Property / OpenAlex ID: W2038224795 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1950257