Results 21 to 30 of about 30 (30)

Optimal stopping and a martingale approach to the penalty method

Tohoku Mathematical Journal, 1982
Hiroaki Morimoto
exaly  

On a Class of Secretary Problems

Annals of Probability, 1973
exaly  

Ruin models with investment income

Probability Surveys, 2008
Jostein Paulsen
exaly  

Asymptotically optimal, sequential, multiple testing procedures with prior information on the number of signals

Electronic Journal of Statistics, 2017
Georgios Fellouris
exaly  

Stopping Times of Bessel Processes

Annals of Probability, 1987
R Dante Deblassie
exaly  

Stopping times for recurrent Markov processes

Illinois Journal of Mathematics, 1976
exaly  

On an optimal stopping problem and a variational inequality

Journal of the Mathematical Society of Japan, 1978
exaly  

Renewal Theory for $M$-Dependent Variables

Annals of Probability, 1983
exaly  

Singularity with respect to strategic measures

Illinois Journal of Mathematics, 1982
exaly  

Exit times from cones in $\mathbf{R}^n$ of symmetric stable processes

Illinois Journal of Mathematics, 2002
exaly