Pages that link to "Item:Q5568432"
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The following pages link to On Stefan’s Problem and Optimal Stopping Rules for Markov Processes (Q5568432):
Displaying 43 items.
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- Existence and explicit determination of optimal stopping times (Q755258) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223) (← links)
- A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I (Q946786) (← links)
- An optimal stopping problem with finite horizon for sums of i.i.d. random variables (Q1098165) (← links)
- On nonlinear semigroups for Markov processes associated with optimal stopping (Q1132837) (← links)
- Theory of stochastic processes (Q1158878) (← links)
- An optimal stopping problem with linear reward (Q1214213) (← links)
- On a non-linear semi-group attached to stochastic optimal control (Q1241486) (← links)
- Risk vs. profit potential: (Q1351920) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- Stochastic games and variational inequalities (Q1845532) (← links)
- On a simple optimal stopping problem (Q1846307) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Optimal stopping for response-guided dosing (Q2328340) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- On the asymptotic free boundary for the American put option problem (Q2577472) (← links)
- Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279) (← links)
- On the sequential testing problem for some diffusion processes (Q3108378) (← links)
- Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
- Temps d'arrêt optimal des processus non bornes (Q3316310) (← links)
- Parada optima con horizonte aleatorio (Q3361640) (← links)
- Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
- Principle of smooth fit and diffusions with angles (Q3429346) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- A sequential estimation procedure for the parameter of an exponential distribution (Q3479409) (← links)
- Dualit� convexe, temps d'arr�t optimal et contr�le stochastique (Q4104688) (← links)
- Problemes de temps d’arret optimal et inequations variationnelles paraboliques (Q4109071) (← links)
- Temps d'arrÊt optimal, théorie générale des processus et processus de Markov (Q4110407) (← links)
- Control of jump processes and applications (Q4173271) (← links)
- Perpetual American put options in a level-dependent volatility model (Q4462704) (← links)
- Bayesian Sequential Testing Problem for a Brownian Bridge (Q4618074) (← links)
- Singular stochastic control and optimal stopping (Q4722939) (← links)
- Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
- (Q5139295) (← links)
- PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION (Q5389107) (← links)
- Continuous parameter optimal stopping problems (Q5610792) (← links)
- Continuous parameter optimal stopping problems (Q5618136) (← links)
- An analysis of transient Markov decision processes (Q5754674) (← links)
