Pages that link to "Item:Q2548820"
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The following pages link to The stopping distributions of a Markov process (Q2548820):
Displayed 50 items.
- Gambling in contests with random initial law (Q259573) (← links)
- Coulomb systems on Riemannian manifolds and stability of matter (Q539999) (← links)
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Stopping distributions for right processes (Q806175) (← links)
- Riesz decompositions and subtractivity for excessive measures. (Q816808) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- A counterexample to the Cantelli conjecture through the Skorokhod embedding problem (Q888527) (← links)
- Embedding laws in diffusions by functions of time (Q888534) (← links)
- Convexity properties of harmonic measures (Q927682) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- Structural properties of randomized times (Q1079295) (← links)
- Markov processes with identical hitting probabilities (Q1080557) (← links)
- Construction and regularity of measure-valued Markov branching processes (Q1120913) (← links)
- Convex inequalities in stochastic control (Q1159648) (← links)
- Birth delay of a Markov process and the stopping distributions for regular processes (Q1203945) (← links)
- The inverse balayage problem for Markov chains (Q1250484) (← links)
- On regularity of superprocesses (Q1326323) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- Shrinkage estimators, Skorokhod's problem and stochastic integration by parts (Q1816574) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- Explicit optimal value for Dynkin's stopping game (Q1905891) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Mixing times for uniformly ergodic Markov chains (Q1965874) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- Monotonicity properties of regenerative sets and Lorden's inequality (Q2088465) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- Patterns in Random Walks and Brownian Motion (Q2798575) (← links)
- (Q3038329) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process (Q3796497) (← links)
- Stopped distributions for Markov processes in duality (Q3938311) (← links)
- The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat (Q3977227) (← links)
- Sur un problème de dynkin (Q4104687) (← links)
- Dualit� convexe, temps d'arr�t optimal et contr�le stochastique (Q4104688) (← links)
- Temps d'arrÊt optimal, théorie générale des processus et processus de Markov (Q4110407) (← links)
- ContrÔle stochastique, jeux et temps d'arrÊt: Applications de la théorie probabiliste du potentiel (Q4110408) (← links)