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

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