Optimal stopping of oscillating Brownian motion (Q2274112): Difference between revisions

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-Paavo H. Salminen
@@ Property / author: Paavo H. Salminen / rank @@
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+Paavo H. Salminen
@@ Property / author: Paavo H. Salminen / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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+.01457
@@ Property / arXiv ID: 1903.01457 / rank @@
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@@ Property / cites work @@
+Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
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+Q3150773
@@ Property / cites work: Q3150773 / rank @@
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@@ Property / cites work @@
+On optimal stopping of multidimensional diffusions
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+Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
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+THE SPACE OF EXITS OF A MARKOV PROCESS
@@ Property / cites work: THE SPACE OF EXITS OF A MARKOV PROCESS / rank @@
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+Q4772511
@@ Property / cites work: Q4772511 / rank @@
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@@ Property / cites work @@
+Oscillating Brownian motion
@@ Property / cites work: Oscillating Brownian motion / rank @@
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@@ Property / cites work @@
+On the Novikov-Shiryaev optimal stopping problems in continuous time
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@@ Property / cites work @@
+On the constructions of the skew Brownian motion
@@ Property / cites work: On the constructions of the skew Brownian motion / rank @@
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@@ Property / cites work @@
+Statistical estimation of the oscillating Brownian motion
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@@ Property / cites work @@
+Optimal stopping of oscillating Brownian motion
@@ Property / cites work: Optimal stopping of oscillating Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+On an Effective Solution of the Optimal Stopping Problem for Random Walks
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+Principle of smooth fit and diffusions with angles
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@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
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@@ Property / cites work @@
+On a class of optimal stopping problems for diffusions with discontinuous coefficients
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@@ Property / cites work @@
+Optimal Stopping of One-Dimensional Diffusions
@@ Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit
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@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
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@@ Property / cites work @@
+Optimal Stopping in a Markov Process
@@ Property / cites work: Optimal Stopping in a Markov Process / rank @@
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@@ Property / OpenAlex ID @@
+W2972606358
@@ Property / OpenAlex ID: W2972606358 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2274112