33 citations to 10.1080/17442500601090409 (Crossref Cited-By Service)
  1. G. Deligiannidis, H. Le, S. Utev, “Optimal Stopping for Processes with Independent Increments, and Applications”, Journal of Applied Probability, 46, № 4, 2009, 1130  crossref
  2. Yi-Shen Lin, “A note on one-sided solutions for optimal stopping problems driven by Lévy processes”, Statistics & Probability Letters, 206, 2024, 109989  crossref
  3. G. Deligiannidis, H. Le, S. Utev, “Optimal Stopping for Processes with Independent Increments, and Applications”, J. Appl. Probab., 46, № 04, 2009, 1130  crossref
  4. Yuan-Chung Sheu, Ming-Yao Tsai, “On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes”, J. Appl. Probab., 49, № 02, 2012, 531  crossref
  5. Sören Christensen, Albrecht Irle, “A general method for finding the optimal threshold in discrete time”, Stochastics, 91, № 5, 2019, 728  crossref
  6. Sören Christensen, “On the solution of general impulse control problems using superharmonic functions”, Stochastic Processes and their Applications, 124, № 1, 2014, 709  crossref
  7. Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, Journal of Applied Probability, 49, № 1, 2012, 22  crossref
  8. F. Dufour, A. B. Piunovskiy, “Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach”, Journal of Applied Probability, 47, № 4, 2010, 947  crossref
  9. Sören Christensen, Tobias Sohr, “A solution technique for Lévy driven long term average impulse control problems”, Stochastic Processes and their Applications, 130, № 12, 2020, 7303  crossref
  10. Bao Quoc Ta, “Averaging problems of running processes associated with Brownian motion and applications”, Int. J. Math., 26, № 03, 2015, 1550028  crossref
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