Stochastic processes with proportional increments and the last-arrival problem (Q444355): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2012.05.010
@@ Property / DOI: 10.1016/j.spa.2012.05.010 / rank @@
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-Marc Yor
@@ Property / author: Marc Yor / rank @@
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@@ Property / author @@
+Marc Yor
@@ Property / author: Marc Yor / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K35
@@ Property / Mathematics Subject Classification ID: 60K35 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
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@@ Property / zbMATH DE Number @@
+6065648
@@ Property / zbMATH DE Number: 6065648 / rank @@
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@@ Property / zbMATH Keywords @@
+martingales
@@ Property / zbMATH Keywords: martingales / rank @@
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@@ Property / zbMATH Keywords @@
+reverse martingales
@@ Property / zbMATH Keywords: reverse martingales / rank @@
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@@ Property / zbMATH Keywords @@
+Levy processes
@@ Property / zbMATH Keywords: Levy processes / rank @@
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+optimal stopping problems
@@ Property / zbMATH Keywords: optimal stopping problems / rank @@
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+game version
@@ Property / zbMATH Keywords: game version / rank @@
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+no-information version
@@ Property / zbMATH Keywords: no-information version / rank @@
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+well-posedness
@@ Property / zbMATH Keywords: well-posedness / rank @@
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+Hadamard's criteria
@@ Property / zbMATH Keywords: Hadamard's criteria / rank @@
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+Shannon entropy
@@ Property / zbMATH Keywords: Shannon entropy / rank @@
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+Pascal processes
@@ Property / zbMATH Keywords: Pascal processes / rank @@
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+\(1/e\)-law
@@ Property / zbMATH Keywords: \(1/e\)-law / rank @@
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+monotone subsequence problem
@@ Property / zbMATH Keywords: monotone subsequence problem / rank @@
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@@ Property / zbMATH Keywords @@
+investment problem
@@ Property / zbMATH Keywords: investment problem / 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 / full work available at URL @@
+https://doi.org/10.1016/j.spa.2012.05.010
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@@ Property / OpenAlex ID @@
+W2007945831
@@ Property / OpenAlex ID: W2007945831 / rank @@
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@@ Property / cites work @@
+Odds Theorem with Multiple Selection Chances
@@ Property / cites work: Odds Theorem with Multiple Selection Chances / rank @@
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@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+A unified approach to a class of best choice problems with an unknown number of options
+Normal rank
@@ Property / cites work @@
+Pascal processes and their characterization
@@ Property / cites work: Pascal processes and their characterization / rank @@
+Normal rank
@@ Property / cites work @@
+Embedding optimal selection problems in a Poisson process
+Normal rank
@@ Property / cites work @@
+Sum the odds to one and stop
@@ Property / cites work: Sum the odds to one and stop / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal rules for the sequential selection of monotone subsequences of maximum expected length
+Normal rank
@@ Property / cites work @@
+Options on realized variance and convex orders
@@ Property / cites work: Options on realized variance and convex orders / rank @@
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@@ Property / cites work @@
+The Sum-the-Odds Theorem with Application to a Stopping Game of Sakaguchi
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@@ Property / cites work @@
+Best choice from the planar Poisson process
@@ Property / cites work: Best choice from the planar Poisson process / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting the last consecutive record in a record process
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@@ Property / cites work @@
+Selecting the last success in Markov-dependent trials
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@@ Property / cites work @@
+Time reversal on Lévy processes
@@ Property / cites work: Time reversal on Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Non-life insurance mathematics. An introduction with stochastic processes.
+Normal rank
@@ Property / cites work @@
+The best-choice secretary problem with random freeze on jobs
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@@ Property / cites work @@
+A game version of the Cowan-Zabczyk-Bruss' problem
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@@ Property / cites work @@
+Sum the Multiplicative Odds to One and Stop
@@ Property / cites work: Sum the Multiplicative Odds to One and Stop / rank @@
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@@ Property / DOI @@
+.1016/J.SPA.2012.05.010
@@ Property / DOI: 10.1016/J.SPA.2012.05.010 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:444355