Goran Peskir, “Principle of smooth fit and diffusions with angles”, Stochastics, 79:3-4 (2007), 293
Lototsky S.V., “Wiener chaos and nonlinear filtering”, Applied Mathematics and Optimization, 54:3 (2006), 265–291
P.V. Gapeev, G. Peskir, “The Wiener disorder problem with finite horizon”, Stochastic Processes and their Applications, 116:12 (2006), 1770
A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371
Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11:none (2006)
Håkan Hedenmalm, “On the asymptotic free boundary for the American put option problem”, Journal of Mathematical Analysis and Applications, 314:1 (2006), 345
Pavel V. Gapeev, Markus Reiß, “An optimal stopping problem in a diffusion-type model with delay”, Statistics & Probability Letters, 76:6 (2006), 601
Huw W. James, E. J. Collins, “An analysis of transient Markov decision processes”, Journal of Applied Probability, 43:3 (2006), 603
Huw W. James, E. J. Collins, “An analysis of transient Markov decision processes”, J. Appl. Probab., 43:03 (2006), 603
Pavel V. Gapeev, Christoph Kühn, “Perpetual convertible bonds in jump-diffusion models”, Statistics & Risk Modeling, 23:1 (2005), 15