kw.\*:("60G40")
Results 1 to 25 of 278
Selection :
Gluing and couplingOUYANG, Shun-Xiang.Statistics & probability letters. 2010, Vol 80, Num 15-16, pp 1196-1199, issn 0167-7152, 4 p.Article
On optimality of bold play for discounted dubins-savage gambling problems with limited playing timesYAO, Yi-Ching.Journal of applied probability. 2007, Vol 44, Num 1, pp 212-225, issn 0021-9002, 14 p.Article
Explicit optimal strategy for the vardi casino with limited playing timeYAO, Yi-Ching.Journal of applied probability. 2007, Vol 44, Num 3, pp 831-837, issn 0021-9002, 7 p.Article
OPTIMAL LIQUIDATION OF A CALL SPREADEKSTRÖM, Erik; LINDBERG, Carl; TYSK, Johan et al.Journal of applied probability. 2010, Vol 47, Num 2, pp 586-593, issn 0021-9002, 8 p.Article
Winning rate in the full-information best-choice problemGNEDIN, Alexander V; MIRETSKIY, Denis I.Journal of applied probability. 2007, Vol 44, Num 2, pp 560-565, issn 0021-9002, 6 p.Article
A denormalized U-statistic which cannot be decoupled from some associated stopping timesKLASS, Michael J.Statistics & probability letters. 2009, Vol 79, Num 13, pp 1509-1511, issn 0167-7152, 3 p.Article
OPTIMAL STOPPING WITH RANK-DEPENDENT LOSSGNEDIN, Alexander V.Journal of applied probability. 2007, Vol 44, Num 4, pp 996-1011, issn 0021-9002, 16 p.Article
STOCHASTIC COMPARISON OF DISCOUNTED REWARDSRIGHTER, Rhonda.Journal of applied probability. 2011, Vol 48, Num 1, pp 293-294, issn 0021-9002, 2 p.Article
OPTIMAL STOPPING OF A BROWNIAN BRIDGEEKSTRÖM, Erik; WANNTORP, Henrik.Journal of applied probability. 2009, Vol 46, Num 1, pp 170-180, issn 0021-9002, 11 p.Article
OPTIMAL TIME TO EXCHANGE TWO BASKETSNISHIDE, Katsumasa; ROGERS, L. C. G.Journal of applied probability. 2011, Vol 48, Num 1, pp 21-30, issn 0021-9002, 10 p.Article
DOUBLE OPTIMAL STOPPING IN THE FISHING PROBLEMKARPOWICZ, Anna.Journal of applied probability. 2009, Vol 46, Num 2, pp 415-428, issn 0021-9002, 14 p.Article
ON THE EXPECTED DIAMETER OF AN L2-BOUNDED MARTINGALEDUBINS, Lester E; GILAT, David; MEILIJSON, Isaac et al.Annals of probability. 2009, Vol 37, Num 1, pp 393-402, issn 0091-1798, 10 p.Article
OPTIMAL BUY/SELL RULES FOR CORRELATED RANDOM WALKSALLAART, Pieter; MONTICINO, Michael.Journal of applied probability. 2008, Vol 45, Num 1, pp 33-44, issn 0021-9002, 12 p.Article
ENTRY AND EXIT DECISION PROBLEM WITH IMPLEMENTATION DELAYCOSTENIUC, Marius; SCHNETZER, Michaela; TASCHINI, Luca et al.Journal of applied probability. 2008, Vol 45, Num 4, pp 1039-1059, issn 0021-9002, 21 p.Article
Backward stochastic differential equations with random stopping time and singular final conditionPOPIER, A.Annals of probability. 2007, Vol 35, Num 3, pp 1071-1117, issn 0091-1798, 47 p.Article
Some Darling-Siegert relationships connected with random flightsCAMMAROTA, V; LACHAL, A; ORSINGHER, E et al.Statistics & probability letters. 2009, Vol 79, Num 2, pp 243-254, issn 0167-7152, 12 p.Article
On-line detection of a part of a sequence with unspecified distributionSARNOWSKI, Wojciech; SZAJOWSKI, Krzysztof.Statistics & probability letters. 2008, Vol 78, Num 15, pp 2511-2516, issn 0167-7152, 6 p.Article
On threshold strategies and the smooth-fit principle for optimal stopping problemsVILLENEUVE, Stéphane.Journal of applied probability. 2007, Vol 44, Num 1, pp 181-198, issn 0021-9002, 18 p.Article
Explicit gittins indices for a class of superdiffusive processesFILLIGER, Roger; HONGLER, Max-Olivier.Journal of applied probability. 2007, Vol 44, Num 2, pp 554-559, issn 0021-9002, 6 p.Article
Doob's optional sampling theorem in Riesz spacesGROBLER, J. J.Positivity (Dordrecht). 2011, Vol 15, Num 4, pp 617-637, issn 1385-1292, 21 p.Article
HAUSDORFF MEASURES AND FUNCTIONS OF BOUNDED QUADRATIC VARIATIONAPATSIDIS, D; ARGYROS, S. A; KANELLOPOULOS, V et al.Transactions of the American Mathematical Society. 2011, Vol 363, Num 8, pp 4225-4262, issn 0002-9947, 38 p.Article
Optimal double stopping time problemKOBYLANSKI, Magdalena; QUENEZ, Marie-Claire; ROUY-MIRONESCU, Elisabeth et al.Comptes rendus. Mathématique. 2010, Vol 348, Num 1-2, pp 65-69, issn 1631-073X, 5 p.Article
Capital growth and the St. Petersburg gameRUMP, Christopher M.The American statistician. 2007, Vol 61, Num 3, pp 213-217, issn 0003-1305, 5 p.Article
SUM THE MULTIPLICATIVE ODDS TO ONE AND STOPTAMAKI, Mitsushi.Journal of applied probability. 2010, Vol 47, Num 3, pp 761-777, issn 0021-9002, 17 p.Article
Switching problem and related system of reflected backward SDEsHAMADENE, Said; JIANFENG ZHANG.Stochastic processes and their applications. 2010, Vol 120, Num 4, pp 403-426, issn 0304-4149, 24 p.Article