Jukka Lempa

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
Solutions for Poissonian stopping problems of linear diffusions via extremal processes Stochastic Processes and their Applications	2024-05-06	Paper
Diffusion spiders: Green kernel, excessive functions and optimal stopping Stochastic Processes and their Applications	2024-01-09	Paper
A zero-sum Poisson stopping game with asymmetric signal rates Applied Mathematics and Optimization	2023-04-03	Paper
A note on asymptotics between singular and constrained control problems of one-dimensional diffusions Acta Applicandae Mathematicae	2022-10-24	Paper
Ergodic control of diffusions with random intervention times Journal of Applied Probability	2021-03-03	Paper
Some results on optimal stopping under phase-type distributed implementation delay Mathematical Methods of Operations Research	2020-08-03	Paper
A class of solvable multiple entry problems with forced exits Applied Mathematics and Optimization	2019-06-19	Paper
Resolvent-techniques for multiple exercise problems Applied Mathematics and Optimization	2015-04-21	Paper
Optimal portfolios in commodity futures markets Finance and Stochastics	2014-11-07	Paper
Bounded variation control of Itô diffusions with exogenously restricted intervention times Advances in Applied Probability	2014-05-09	Paper
Bounded variation control of Itô diffusions with exogenously restricted intervention times Advances in Applied Probability	2014-05-09	Paper
A Dynkin game with asymmetric information Stochastics	2014-04-17	Paper
Swing options in commodity markets: a multidimensional Lévy diffusion model Mathematical Methods of Operations Research	2014-03-25	Paper
Optimal stopping with information constraint Applied Mathematics and Optimization	2013-08-05	Paper
Optimal stopping with random exercise lag Mathematical Methods of Operations Research	2013-02-20	Paper
A note on optimal stopping of diffusions with a two-sided optimal rule Operations Research Letters	2010-03-18	Paper
On the Optimal Stochastic Impulse Control of Linear Diffusions SIAM Journal on Control and Optimization	2009-03-27	Paper
On infinite horizon optimal stopping of general random walk Mathematical Methods of Operations Research	2008-05-05	Paper

Research outcomes over time

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