Results 11 to 20 of about 30 (30)
Some of the next articles are maybe not open access.

Optimal stopping for dynamic convex risk measures

Illinois Journal of Mathematics, 2010
Song Yao   +2 more
exaly  

Refracted Lévy processes

Annales De L'institut Henri Poincare (B) Probability and Statistics, 2010
Andreas Kyprianou
exaly  

Optimal stopping time problem in a general framework

Electronic Journal of Probability, 2012
Marie-Claire Quenez
exaly  

Sharp maximal $L^{p}$-estimates for martingales

Illinois Journal of Mathematics, 2014
Adam Osȩkowski, Rodrigo Bañuelos
exaly  

Random walks in cones

Annals of Probability, 2015
Denis Denisov
exaly  

Multiple Optimality Properties of the Shewhart Test

Sequential Analysis, 2014
George Moustakides
exaly  

Sequential change detection revisited

Annals of Statistics, 2008
George Moustakides
exaly  

State Tameness: A New Approach for Credit Constrains

Electronic Communications in Probability, 2004
Londono J A
exaly  

Potentials of stopped distributions

Illinois Journal of Mathematics, 1974
exaly  

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