The following pages link to Cloud Makasu (Q264331):
Displaying 36 items.
- On maximal inequalities via comparison principle (Q264332) (← links)
- A bilevel programming approach to double optimal stopping (Q275213) (← links)
- A sharp maximal inequality for a geometric Brownian motion (Q514864) (← links)
- A note on a nonlinear functional equation and its application (Q542884) (← links)
- A note on explicit bounds for a stopped Feynman-Kac functional (Q613194) (← links)
- Asymptotic behaviour of a nonlinear equation and its application (Q718355) (← links)
- Bounds for a constrained optimal stopping problem (Q732774) (← links)
- On mean exit time from a curvilinear domain (Q956351) (← links)
- Controlling a stopped diffusion process to reach a goal (Q984013) (← links)
- Exit probability for an integrated geometric Brownian motion (Q1026332) (← links)
- Risk-sensitive control for a class of homing problems (Q1049126) (← links)
- LQG homing problem with a maximin cost (Q1926319) (← links)
- Explicit solution for a vector-valued LQG homing problem (Q1941203) (← links)
- Remark on maximal inequalities for Bessel processes (Q2011239) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- On a stopped functional for a bidimensional process (Q2393216) (← links)
- One-sided maximal inequalities for a stock process (Q2408789) (← links)
- (Q2816155) (← links)
- (Q2932882) (← links)
- Pareto Optimality in a Bicriterion Optimal Stopping Problem (Q2941684) (← links)
- Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988) (← links)
- On a decomposition result in a Dynkin stopping game (Q2997964) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506) (← links)
- (Q3619684) (← links)
- On a problem of optimal harvesting from a stochastic system with a jump component (Q4799386) (← links)
- Optimal Stopping Problem with a Vector-Valued Reward Function (Q4979798) (← links)
- Bounds for expected payoff on two stocks (Q5062342) (← links)
- Homing Problems With Control in the Diffusion Coefficient (Q5092306) (← links)
- Extension of a stochastic Gronwall lemma (Q5147007) (← links)
- A stochastic convolution integral inequality (Q5150270) (← links)
- A stochastic Gronwall lemma revisited (Q5222886) (← links)
- BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (Q5242406) (← links)
- On the exact constants in one-sided maximal inequalities for Bessel processes (Q5883820) (← links)
- Remarks on a controlled degenerate diffusion process (Q6545269) (← links)
- Bounds for a risk-sensitive homing problem (Q6546853) (← links)
