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  • control problems with random intervention times 2003-06-16 Paper Optimal stopping with random intervention times 2003-04-28 Paper Discretization of deflated...
    10 bytes (18 words) - 21:33, 8 December 2023
  • and optimal stopping 2024-01-09 Paper On a first hit distribution of the running maximum of Brownian motion 2022-06-20 Paper On occupation times of one-dimensional...
    10 bytes (18 words) - 18:50, 9 December 2023
  • guarantee – A class of two-sided stopping problems 2013-10-25 Paper Optimal Multiple Stopping with Random Waiting Times 2013-10-18 Paper A discussion on...
    10 bytes (17 words) - 02:40, 11 December 2023
  • de/entity/Q3582787 2010-08-24 Paper Optimal Stopping Games and Nash Equilibrium 2010-04-26 Paper The law of the hitting times to points by a stable Lévy process...
    10 bytes (16 words) - 12:38, 9 December 2023
  • optimal martingales to randomized dual optimal stopping 2023-09-25 Paper Optimal stopping with signatures 2023-06-05 Paper Reinforced optimal control 2022-12-13...
    10 bytes (20 words) - 02:14, 10 December 2023
  • 2022-07-07 Paper Optimal double stopping problems for maxima and minima of geometric Brownian motions 2022-07-07 Paper Optimal stopping problems for maxima and...
    10 bytes (18 words) - 02:36, 10 December 2023
  • Two-Stage Stopping Times for Fixed-Width Confidence Intervals in Bernoulli Trials: Application in Reliability 2007-12-10 Paper First exit times for ordinary...
    10 bytes (16 words) - 10:13, 8 December 2023
  • Date of Publication Type The optional stopping theorem for quantum martingales 2006-09-25 Paper Quantum stopping times and quasi-left continuity 2004-08-04...
    10 bytes (16 words) - 12:39, 13 December 2023
  • Publication Type First passage times for multidimensional denumerable state Markov processes 2003-02-19 Paper First passage times for Markov renewal processes...
    10 bytes (18 words) - 20:14, 12 December 2023
  • 1994-09-13 Paper General optimal stopping theorems for semi-Markov processes 1994-05-19 Paper Minimax stopping times for I.I.D. Random variables 1993-05-16...
    10 bytes (18 words) - 22:20, 12 December 2023
  • functions 2009-12-29 Paper A Sharp Ratio Inequality for Optimal Stopping When Only Record Times are Observed 2009-12-16 Paper On a flexible class of continuous...
    10 bytes (18 words) - 22:31, 10 December 2023
  • Compactness of stopping times 1977-01-01 Paper Enlargement of σ-Algebras and Compactness of Time Changes 1977-01-01 Paper Stopping times for recurrent Markov...
    10 bytes (18 words) - 22:50, 8 December 2023
  • Paper Variance Optimal Stopping for Geometric Lévy Processes 2015-04-17 Paper Explicit solutions to some optimal variance stopping problems 2012-01-03 Paper...
    10 bytes (18 words) - 13:37, 7 December 2023
  • with Haar measure: Some equalities in law 2007-09-18 Paper Non-stopping times and stopping theorems 2007-04-16 Paper Multiplicative decompositions and frequency...
    10 bytes (16 words) - 12:59, 11 December 2023
  • strategies for operational risk insurance via multiple stopping times 2017-08-14 Paper A multiple optimal stopping rule for a buying-selling problem with a deterministic...
    10 bytes (18 words) - 16:03, 12 December 2023
  • default times 2018-01-16 Paper On Hermite-Hadamard inequality for \(h\)-convex stochastic processes 2017-10-26 Paper Projections, Pseudo-Stopping Times and...
    10 bytes (17 words) - 21:11, 11 December 2023
  • Some Optimal Stopping Problems 2005-10-28 Paper Separating Times for Measures on Filtered Spaces 2004-12-16 Paper The use of separating times in proving...
    10 bytes (18 words) - 16:26, 10 December 2023
  • structure of discounted optimal stopping problems for one-dimensional diffusions 2012-01-03 Paper On Minimax Duality in Optimal Stopping 2010-10-01 Paper https://portal...
    10 bytes (18 words) - 09:29, 13 December 2023
  • for the double-barrier Parisian stopping time 2018-09-26 Paper An efficient algorithm for simulating the drawdown stopping time and the running maximum of...
    10 bytes (17 words) - 22:28, 9 December 2023
  • optimal stopping of i.i.d. random variables 1991-01-01 Paper Limit theorems for threshold-stopped random variables with applications to optimal stopping 1990-01-01...
    10 bytes (18 words) - 11:39, 12 December 2023
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