Pages that link to "Item:Q670748"
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The following pages link to Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748):
Displaying 18 items.
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
- Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
- Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Optimal real-time detection of a drifting Brownian coordinate (Q2657903) (← links)
- Intervene in advance or passively? Analysis and application on congestion control of smart grid (Q2678627) (← links)
- An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- On an irreversible investment problem with two-factor uncertainty (Q5079381) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
