Juozas Vaicenavicius

MaRDI QIDQ2074994zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 7703248 (Why is no real title available?)	2023-06-27	Paper
Bayesian sequential least-squares estimation for the drift of a Wiener process Stochastic Processes and their Applications	2022-02-11	Paper
Self-driving car safety quantification via component-level analysis	2020-09-02	Paper
Asset liquidation under drift uncertainty and regime-switching volatility Applied Mathematics and Optimization	2020-06-02	Paper
Optimal stopping of a Brownian bridge with an unknown pinning point Stochastic Processes and their Applications	2020-01-24	Paper
Monotonicity and robustness in Wiener disorder detection Sequential Analysis	2019-05-28	Paper
Optimal liquidation of an asset under drift uncertainty SIAM Journal on Financial Mathematics	2016-06-15	Paper
Bayesian sequential testing of the drift of a Brownian motion European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics	2016-02-12	Paper
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index	2015-10-20	Paper

Research outcomes over time

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