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Results 1 to 25 of 861

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Gluing and couplingOUYANG, Shun-Xiang.Statistics & probability letters. 2010, Vol 80, Num 15-16, pp 1196-1199, issn 0167-7152, 4 p.Article

Properties of hitting times for G-martingales and their applicationsYONGSHENG SONG.Stochastic processes and their applications. 2011, Vol 121, Num 8, pp 1770-1784, issn 0304-4149, 15 p.Article

Skorokhod embeddings, minimality and non-centred target distributionsCOX, A. M. G; HOBSON, D. G.Probability theory and related fields. 2006, Vol 135, Num 3, pp 395-414, issn 0178-8051, 20 p.Article

A bound on the expected overshoot for some concave boundariesIRLE, A; LOTOV, V. I.Metrika (Heidelberg). 1997, Vol 46, Num 3, pp 253-267, issn 0026-1335Article

Continuous-time Dynkin games with mixed strategiesTOUZI, Nizar; VIEILLE, Nicolas.SIAM journal on control and optimization. 2003, Vol 41, Num 4, pp 1073-1088, issn 0363-0129, 16 p.Article

On a semimartingale inequality for Snell envelopesSHASHIASHVILI, M. A; SAPEGIN, I. L.Theory of probability and its applications. 1992, Vol 37, Num 3, pp 568-569, issn 0040-585XArticle

An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processesOBŁOJ, Jan.Stochastic processes and their applications. 2007, Vol 117, Num 4, pp 409-431, issn 0304-4149, 23 p.Article

Stopping times and related Itô's calculus with G-Brownian motionXINPENG LI; SHIGE PENG.Stochastic processes and their applications. 2011, Vol 121, Num 7, pp 1492-1508, issn 0304-4149, 17 p.Article

Exponential ergodicity of non-Lipschitz multivalued stochastic differential equationsJIAGANG REN; JING WU; XICHENG ZHANG et al.Bulletin des sciences mathématiques (Paris. 1885). 2010, Vol 134, Num 4, pp 391-404, issn 0007-4497, 14 p.Article

Formulas for stopped diffusion processes with stopping times based on drawdowns and drawupsPOSPISIL, Libor; VECER, Jan; HADJILIADIS, Olympia et al.Stochastic processes and their applications. 2009, Vol 119, Num 8, pp 2563-2578, issn 0304-4149, 16 p.Article

Optimiser la durée d'arrêt en station = Optimizing the stop time in stationFRIESS, Michael.Public transport international (Ed. française). 2013, Vol 62, Num 2, pp 30-31, issn 1029-1261, 2 p.Article

Understanding average Brownian exit timeKINATEDER, Kimberly K. J.Statistics & probability letters. 2001, Vol 51, Num 1, pp 1-8, issn 0167-7152Article

A game with four playersCHANG, D. K.Statistics & probability letters. 1995, Vol 23, Num 2, pp 111-115, issn 0167-7152Article

Strategic planning for remediation projectsTAPP, J.W.1995 NPRA Annual Meeting. 1995, 10 p.Conference Paper

PM uptime in competitive papermaking: The role of the human factor (Part 1) : Intelligent measurement & control of paper makingKLEEF, Jeroen; ROOIJ, Marcel; JOORE, Leon et al.Paper technology (1989). 2002, Vol 43, Num 9, pp 39-46, issn 0958-6024, 8 p.Conference Paper

A note on stochastic integratorsEDWARDS, D. A.Mathematical proceedings of the Cambridge Philosophical Society. 1990, Vol 107, Num 2, pp 395-400, issn 0305-0041Article

Proven turnaround practices : Maintenance and reliabilityMOTYLENSKI, R. J.Hydrocarbon processing (International ed.). 2003, Vol 82, Num 4, pp 37-42, issn 0018-8190, 6 p.Article

Lower bounds for the total stopping time of 3x + 1 iteratesAPPLEGATE, David; LAGARIAS, Jeffrey C.Mathematics of computation. 2003, Vol 72, Num 242, pp 1035-1049, issn 0025-5718, 15 p.Article

On comparison of stopping times in sequential procedures for exponential families of stochastic processesSØRENSEN, M.Scandinavian journal of statistics. 1998, Vol 25, Num 2, pp 331-343, issn 0303-6898Article

Random times, predictable processes and stochastic integration in finite von Neumann algebrasBARNETT, C; WILDE, I.Proceedings of the London Mathematical Society. 1993, Vol 67, pp 355-383, issn 0024-6115, 2Article

On some stopping times of citation processes. From theory to indicatorsGLÄNZEL, W.Information processing & management. 1992, Vol 28, Num 1, pp 53-60, issn 0306-4573Article

A competitive best-choice problem with Poisson arrivalsENNS, E. G; FERENSTEIN, E. Z.Journal of applied probability. 1990, Vol 27, Num 2, pp 333-342, issn 0021-9002Article

Change of measure up to a random time : theoryMORTIMER, T. M; WILLIAMS, D.Journal of applied probability. 1991, Vol 28, Num 4, pp 914-918, issn 0021-9002Article

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

Sharp L2 estimates for one-dimensional oscillatory integral operators with c∞ phaseGREENBLATT, Michael.American journal of mathematics (Print). 2005, Vol 127, Num 3, pp 659-695, issn 0002-9327, 37 p.Article

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