Doncho S. Donchev

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
Exit probability levels of diffusion processes Proceedings of the American Mathematical Society	2017-02-22	Paper
Random series with time-varying discounting Communications in Statistics: Theory and Methods	2011-11-18	Paper
Brownian motion hitting probabilities for general two-sided square-root boundaries Methodology and Computing in Applied Probability	2010-05-28	Paper
An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary Random Operators and Stochastic Equations	2007-12-16	Paper
scientific article; zbMATH DE number 1971066 (Why is no real title available?) Journal of Computational Analysis and Applications	2003-08-25	Paper
Exact solution of the Bellman equation for a \(\beta\)-discounted reward in a two-armed bandit with switching arms Journal of Applied Mathematics and Stochastic Analysis	2000-02-14	Paper
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process Journal of Applied Mathematics and Stochastic Analysis	1999-08-02	Paper
On the two-armed bandit problem with non-observed Poissonian switching of arms. Mathematical Methods of Operations Research	1998-01-01	Paper
Average optimality in a Poissonian bandit with switching arms Mathematical Methods of Operations Research	1997-08-05	Paper

Research outcomes over time

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