Cloud Makasu

Available identifiers

zbMath Open makasu.cloudMaRDI QIDQ264331

List of research outcomes

Publication	Date of Publication	Type
One-sided maximal inequalities for a randomly stopped Bessel process	2023-07-06	Paper
A note on the stochastic version of the Gronwall lemma	2023-05-15	Paper
On the exact constants in one-sided maximal inequalities for Bessel processes	2023-03-17	Paper
Homing Problems With Control in the Diffusion Coefficient	2022-07-28	Paper
Bounds for expected payoff on two stocks	2022-03-15	Paper
A stochastic convolution integral inequality	2021-02-10	Paper
Extension of a stochastic Gronwall lemma	2021-02-02	Paper
Remark on maximal inequalities for Bessel processes	2019-11-28	Paper
BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES	2019-11-08	Paper
A stochastic Gronwall lemma revisited	2019-07-04	Paper
One-sided maximal inequalities for a stock process	2017-10-13	Paper
A sharp maximal inequality for a geometric Brownian motion	2017-03-09	Paper
Maximal Exponential Inequalities for Certain Diffusion Processes	2017-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q2816155	2016-07-01	Paper
A bilevel programming approach to double optimal stopping	2016-04-25	Paper
On maximal inequalities via comparison principle	2016-03-31	Paper
Pareto Optimality in a Bicriterion Optimal Stopping Problem	2015-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q2932882	2014-12-09	Paper
Optimal Stopping Problem with a Vector-Valued Reward Function	2014-06-19	Paper
On a stopped functional for a bidimensional process	2013-08-07	Paper
Explicit solution for a vector-valued LQG homing problem	2013-03-12	Paper
LQG homing problem with a maximin cost	2012-12-28	Paper
Asymptotic behaviour of a nonlinear equation and its application	2011-09-23	Paper
A note on a nonlinear functional equation and its application	2011-06-20	Paper
On a decomposition result in a Dynkin stopping game	2011-05-10	Paper
A note on explicit bounds for a stopped Feynman-Kac functional	2010-12-20	Paper
Controlling a stopped diffusion process to reach a goal	2010-07-13	Paper
Risk-sensitive control for a class of homing problems	2010-01-08	Paper
Bounds for a constrained optimal stopping problem	2009-10-15	Paper
A note on FBSDE characterization of mean exit times	2009-08-05	Paper
Exit probability for an integrated geometric Brownian motion	2009-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q3619684	2009-04-08	Paper
On Wald Optimal Stopping Problem for Geometric Brownian Motions	2008-12-04	Paper
On a problem of optimal stopping in mathematical finance	2008-12-01	Paper
On mean exit time from a curvilinear domain	2008-11-25	Paper
On a problem of optimal harvesting from a stochastic system with a jump component	2002-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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