InstitucionesPeriodo de publicación recogido
|
|
|
Quickest real-time detection of a Brownian coordinate drift
Philip A. Ernst, Goran Peskir
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 32, Nº. 4, 2022, págs. 2652-2670
Global C1 regularity of the value function in optimal stopping problems
Tiziano De Angelis, Goran Peskir
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 30, Nº. 3, 2020, págs. 1007-1031
Optimal real-time detection of a drifting Brownian coordinate
P. A. Ernst, Goran Peskir, Q. Zhou
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 30, Nº. 3, 2020, págs. 1032-1065
Continuity of the optimal stopping boundary for two-dimensional diffusions
Goran Peskir
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 29, Nº. 1, 2019, págs. 505-530
Quickest detection problems for Bessel processes.
Peter Johnson, Goran Peskir
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 27, Nº. 2, 2017, págs. 1003-1056
Embedding laws in diffusions by functions of time
A.M.G. Cox, Goran Peskir
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 43, Nº. 5, 2015, págs. 2481-2510
Quickest detection of a hidden target and extremal surfaces.
Goran Peskir
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 24, Nº. 6, 2014, págs. 2340-2370
A probabilistic solution to the Stroock-Williams equation
Goran Peskir
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 42, Nº. 5, 2014, págs. 2197-2206
Three-dimensional Brownian motion and the golden ratio rule.
Kristoffer Glover, Hardy Hulley, Goran Peskir
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 23, Nº. 3, 2013, págs. 895-922
Predicting the ultimate supremum of a stable Lévy process with no negative jumps.
Violetta Bernyk, Robert C. Dalang, Goran Peskir
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 39, Nº. 6, 2011, págs. 2385-2423
Selling a stock at the ultimate maximum.
Jacques Du Toit, Goran Peskir
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 19, Nº. 3, 2009, págs. 983-1014
The law of te supremum of a stable Lévy process with no negative jumps.
Violetta Bernyk, Robert C. Dalang, Goran Peskir
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 36, Nº. 5, 2008, págs. 1777-1789
The trap of complacency in predicting the maximum.
J. Du Toit, Goran Peskir
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 35, Nº. 1, 2007, págs. 340-365
Sequential testing problems for Poisson processes
Goran Peskir, A. N. Shiryaev
Annals of statistics, ISSN 0090-5364, Vol. 28, Nº 3, 2000, págs. 837-859
Optimal Stopping and Free-Boundary Problems
Goran Peskir, Albert Shiryaev
Basel : Birkhäuser, 2006. ISBN 978-3-7643-2419-3
Esta página recoge referencias bibliográficas de materiales disponibles en los fondos de las Bibliotecas que participan en Dialnet. En ningún caso se trata de una página que recoja la producción bibliográfica de un autor de manera exhaustiva. Nos gustaría que los datos aparecieran de la manera más correcta posible, de manera que si detecta algún error en la información que facilitamos, puede hacernos llegar su Sugerencia / Errata.
© 2001-2024 Fundación Dialnet · Todos los derechos reservados