The following pages link to Juozas Vaicenavicius (Q2074994):
Displaying 7 items.
- Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
- Bayesian sequential testing of the drift of a Brownian motion (Q2786497) (← links)
- Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
- (Q3195636) (← links)
- Monotonicity and robustness in Wiener disorder detection (Q5379332) (← links)
