The following pages link to S. D. Jacka (Q1107900):
Displayed 50 items.
- (Q492960) (redirect page) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- Minimizing the time to a decision (Q655582) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Random orderings of the integers and card shuffling (Q885260) (← links)
- Doob's inequalities revisited: A maximal \(H^ 1\)-embedding (Q1107901) (← links)
- Optimal stopping and best constants for Doob-like inequalities. I: The case \(p=1\) (Q1180587) (← links)
- On strong forms of weak convergence (Q1382521) (← links)
- Comparison for measure valued processes with interactions (Q1431506) (← links)
- Examples of convergence and non-convergence of Markov chains conditioned not to die (Q1858645) (← links)
- Avoiding the origin: A finite-fuel stochastic control problem (Q1872388) (← links)
- A generalisation of the Burkholder-Davis-Gundy inequalities (Q2090755) (← links)
- Minimising the expected commute time (Q2145796) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- Local times, optimal stopping and semimartingales (Q2365749) (← links)
- Mirror and synchronous couplings of geometric Brownian motions (Q2434755) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- Monotonicity of the value function for a two-dimensional optimal stopping problem (Q2511558) (← links)
- Coupling and tracking of regime-switching martingales (Q2515905) (← links)
- Markov chain approximations for transition densities of Lévy processes (Q2637751) (← links)
- On the policy improvement algorithm in continuous time (Q2974868) (← links)
- (Q3029910) (← links)
- (Q3036404) (← links)
- Game-theoretic approach to risk-sensitive benchmarked asset management (Q3119638) (← links)
- OPTIMAL INVESTMENT OF A LIFE INTEREST (Q3126237) (← links)
- A simple proof of Kramkov's result on uniform supermartingale decompositions (Q3145077) (← links)
- Markov Chains Conditioned Never to Wait Too Long at the Origin (Q3182433) (← links)
- optimal consump0tion of an investment<sup>†</sup> (Q3339041) (← links)
- Optimal stopping with applications: an editorial prelude (Q3429330) (← links)
- The Noisy Veto-Voter Model: A Recursive Distributional Equation on [0, 1] (Q3535630) (← links)
- Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube (Q3535632) (← links)
- (Q3694339) (← links)
- Inequalities for a Pair of Processes Stopped at a Random Time (Q3709553) (← links)
- (Q3759629) (← links)
- A finite fuei stochastic control problem (Q3959864) (← links)
- (Q3975567) (← links)
- Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (Q4018634) (← links)
- Keeping a satellite aloft: two finite fuel stochastic control models (Q4261280) (← links)
- Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes (Q4287040) (← links)
- Weak convergence of conditioned birth and death processes (Q4296373) (← links)
- Non-explosivity of limits of conditioned birth and death processes (Q4339245) (← links)
- Optimal Stopping and the American Put (Q4345908) (← links)
- A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933) (← links)
- (Q4628624) (← links)
- Weak convergence of conditioned processes on a countable state space (Q4866764) (← links)
- On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope (Q5232208) (← links)
- Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time (Q5475380) (← links)
- Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level (Q5475381) (← links)
- The equivalent martingale measure conditions in a general model for interest rates (Q5694151) (← links)
- THE HAUSDORFF DIMENSION OF SOME SNOWFLAKE-LIKE RECURSIVE CONSTRUCTIONS (Q5701548) (← links)