Optimal Prediction of the Last-Passage Time of a Transient Diffusion
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/130950719
Reference18 articles.
1. Predicting the ultimate supremum of a stable Lévy process with no negative jumps
2. Examples of optimal prediction in the infinite horizon case
3. Optimal Stock Selling Based on the Global Maximum
4. OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE
5. Predicting the last zero of Brownian motion with drift
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Lp optimal prediction of the last zero of a spectrally negative Lévy process;The Annals of Applied Probability;2024-02-01
2. Predicting the last zero before an exponential time of a spectrally negative Lévy process;Advances in Applied Probability;2023-01-16
3. Predicting the Last Zero of a Spectrally Negative Lévy Process;XIII Symposium on Probability and Stochastic Processes;2020
4. OPTIMAL STOPPING FOR THE LAST EXIT TIME;Bulletin of the Australian Mathematical Society;2018-10-04
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3