39 citations to https://www.mathnet.ru/rus/tvp227
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Christensen S., Salminen P., “Impulse control and expected suprema”, Adv. Appl. Probab., 49:1 (2017), 238–257
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Christensen S., “An effective method for the explicit solution of sequential problems on the real line”, Seq. Anal., 36:1 (2017), 2–18
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Tartakovsky A.G., “Discussion on ?An effective method for the explicit solution of sequential problems on the real line? by S?ren Christensen”, Seq. Anal., 36:1 (2017), 19–23
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Johan G. Andreasson, Pavel V. Shevchenko, “Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems”, SSRN Journal, 2017
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Mordecki E. Mishura Yu., “Optimal Stopping for Lévy Processes with One-Sided Solutions”, SIAM J. Control Optim., 54:5 (2016), 2553–2567
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Bao Quoc Ta, “Averaging Problems of Running Processes Associated With Brownian Motion and Applications”, Int. J. Math., 26:3 (2015), 1550028
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Ta B.Q., “Probabilistic Approach To Appell Polynomials”, Expo. Math., 33:3 (2015), 269–294
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Shoou-Ren Hsiau, Yi-Shen Lin, Yi-Ching Yao, “Logconcave reward functions and optimal stopping rules of threshold form”, Electron. J. Probab., 19:none (2014)
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Andreas E. Kyprianou, Universitext, Fluctuations of Lévy Processes with Applications, 2014, 307
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Christensen S., Salminen P., Bao Quoc Ta, “Optimal Stopping of Strong Markov Processes”, Stoch. Process. Their Appl., 123:3 (2013), 1138–1159