Ceren Vardar-Acar

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
Stopping levels for a spectrally negative Markov additive process Communications in Mathematics and Statistics	2026-03-27	Paper
An optimal stopping problem for spectrally negative Markov additive processes Stochastic Processes and their Applications	2022-06-20	Paper
Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes Journal of Theoretical Probability	2021-07-26	Paper
TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems ESAIM: Probability and Statistics	2020-11-24	Paper
A Generalized Correlated Random Walk Converging to Fractional Brownian Motion	2019-03-13	Paper
Path Decomposition of Spectrally Negative Levy Processes	2018-01-18	Paper
Maximum loss and maximum gain of spectrally negative Lévy processes Extremes	2017-11-02	Paper
Bounds on the expected value of maximum loss of fractional Brownian motion Statistics & Probability Letters	2015-08-19	Paper
Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method Journal of Computational and Applied Mathematics	2015-06-17	Paper
Distribution of maximum loss of fractional Brownian motion with drift Statistics & Probability Letters	2014-03-14	Paper
Distribution of maximum loss of fractional Brownian motion with drift Statistics & Probability Letters	2014-03-14	Paper
On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift Journal of Computational and Applied Mathematics	2013-04-18	Paper

Research outcomes over time

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