| Publication | Date of Publication | Type |
|---|
| A general method for finding the optimal threshold in discrete time | 2022-07-08 | Paper |
| The monotone case approach for the solution of certain multidimensional optimal stopping problems | 2020-04-07 | Paper |
| Optimal portfolio selection under vanishing fixed transaction costs | 2019-09-16 | Paper |
| Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen | 2017-05-16 | Paper |
| Classification error in multiclass discrimination from Markov data | 2016-10-21 | Paper |
| Convergence of switching diffusions | 2015-08-19 | Paper |
| Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci | 2014-07-10 | Paper |
| American options with 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 ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim | 2012-10-19 | Paper |
| Financial mathematics. The evaluation of derivatives. | 2012-08-15 | Paper |
| A statistical equilibrium model of competitive firms | 2012-06-18 | Paper |
| A Two-Commodity Continuous Review Inventory System with Substitutable Items | 2012-03-07 | Paper |
| A harmonic function technique for the optimal stopping of diffusions | 2012-01-03 | Paper |
| SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS | 2011-07-27 | Paper |
| An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences | 2011-03-21 | Paper |
| On the properties of a multiple sequential test | 2010-11-12 | Paper |
| A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets | 2010-09-28 | Paper |
| Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen | 2010-03-17 | Paper |
| A note on pasting conditions for the American perpetual optimal stopping problem | 2009-03-04 | Paper |
| Good portfolio strategies under transaction costs: a renewal theoretic approach | 2008-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5442828 | 2008-02-22 | Paper |
| Optimal portfolio policies under fixed and proportional transaction costs | 2007-01-31 | Paper |
| A Forward Algorithm for Solving Optimal Stopping Problems | 2006-09-25 | Paper |
| A nonsymmetric sequential test | 2006-01-31 | Paper |
| Runs in superpositions of renewal processes with applications to discrimination | 2005-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314568 | 2005-09-05 | Paper |
| A measure-theoretic approach to completeness of financial markets | 2005-04-07 | Paper |
| Solving Problems of Optimal Stopping with Linear Costs of Observations | 2005-01-18 | Paper |
| The detection of words and an ordering for Markov chains | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4446069 | 2004-01-25 | Paper |
| Stochastic ordering for continuous-time processes | 2003-11-17 | Paper |
| An asymptotic expansion for the optimal stopping boundary in problems with nonlinear costs of observation | 2002-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763080 | 2001-02-18 | Paper |
| On patterns in sequences of random events | 1999-06-28 | Paper |
| A bound on the expected overshoot for some concave boundaries | 1999-06-17 | Paper |
| On sequential nearest neighbour regression estimation | 1999-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217683 | 1999-03-07 | Paper |
| Asymptotically optimal stopping rules in the presence of unknown parameters | 1999-02-03 | Paper |
| A bound for higher moments of expected sample size in sequential testing | 1998-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384384 | 1998-04-21 | Paper |
| On consistency in nonparametric estimation under mixing conditions. | 1997-01-01 | Paper |
| Games of stopping with infinite horizon | 1996-07-24 | Paper |
| \(r\)-quick convergence for regenerative processes with applications to sequential analysis | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035175 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3993543 | 1992-09-17 | Paper |
| Bounds for optimal stopping regions in problems with nonlinear costs of observations | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352322 | 1990-01-01 | Paper |
| Optimal strategies for discovering new species in continuous time | 1989-01-01 | Paper |
| On optimal stopping with nonlinear costs of observation | 1988-01-01 | Paper |
| Largest excess of boundary crossings for martingales | 1987-01-01 | Paper |
| On optimal stopping with concave costs of observation | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777268 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4726078 | 1986-01-01 | Paper |
| Asymptotic expansions for the variance of stopping times in nonlinear renewal theory | 1986-01-01 | Paper |
| A general minimax theorem | 1985-01-01 | Paper |
| On the expectation of the maximum for sums of independent random variables | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3810730 | 1985-01-01 | Paper |
| Optimal stopping for extremal processes | 1984-01-01 | Paper |
| Extended optimality of sequential probability ratio tests | 1984-01-01 | Paper |
| On the optimality of the sprt for processes with continuous time parameter | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3313041 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942136 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3953032 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3932612 | 1981-01-01 | Paper |
| Transitivity in problems of optimal stopping | 1981-01-01 | Paper |
| Locally most powerful sequential tests for stochastic processes | 1981-01-01 | Paper |
| On the best choice problem with random population size | 1980-01-01 | Paper |
| Note on the sign test in the presence of ties | 1980-01-01 | Paper |
| Locally best tests for Gaussian processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3876758 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3917253 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3927081 | 1980-01-01 | Paper |
| Monotone stopping problems and continuous time processes | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4181730 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194273 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4192298 | 1978-01-01 | Paper |
| Decision theory for continuous observations: Minimax solutions | 1977-01-01 | Paper |
| On the measurability of conditional expectations | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4768456 | 1973-01-01 | Paper |
