Stochastics, Volume 79, Issue 3-4 (2007)

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Stochastics, Volume 79, Issue 3-4 (2007)

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Special issue on optimal stopping with applications

Editorials

Editorial
Special issue on optimal stopping with applications
Saul Jacka, Andreas Kyprianou & Goran Peskir
Page: 197
Published online: 05 Nov 2008
CitationforSpecial issue on optimal stopping with applications | Full Text | PDF (33.2 KB)
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Free Access

Original Articles

Article
Recognising the last record of sequence
Alexander Gnedin
Pages: 199-209
Published online: 05 Nov 2008
AbstractforRecognising the last record of sequence | Full Text | References | PDF (129.9 KB)
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Article
Duration problem on trajectories
Vladimir V. Mazalov & Mitsushi Tamaki
Pages: 211-218
Published online: 05 Nov 2008
AbstractforDuration problem on trajectories | Full Text | References | PDF (112.3 KB)
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Article
Detection of disorder before an observable event
Arne LØkka
Pages: 219-231
Published online: 05 Nov 2008
AbstractforDetection of disorder before an observable event | Full Text | References | PDF (152.6 KB)
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Article
Optimal stopping of Hunt and Lévy processes
Ernesto Mordecki & Paavo Salminen
Pages: 233-251
Published online: 05 Nov 2008
AbstractforOptimal stopping of Hunt and Lévy processes | Full Text | References | PDF (178.4 KB)
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Article
Optimal stopping and strong approximation theorems†
Yuri Kifer
Pages: 253-273
Published online: 05 Nov 2008
AbstractforOptimal stopping and strong approximation theorems† | Full Text | References | PDF (205.4 KB)
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Article
Optimal stopping via measure transformation: the Beibel–Lerche approach
Hans Rudolf Lerche & Mikhail Urusov
Pages: 275-291
Published online: 05 Nov 2008
AbstractforOptimal stopping via measure transformation: the Beibel–Lerche approach | Full Text | References | PDF (173.2 KB)
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Article
Principle of smooth fit and diffusions with angles
Goran Peskir
Pages: 293-302
Published online: 05 Nov 2008
AbstractforPrinciple of smooth fit and diffusions with angles | Full Text | References | PDF (124.1 KB)
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Article
Examples of optimal stopping via measure transformation for processes with one-sided jumps
E. J. Baurdoux
Pages: 303-307
Published online: 05 Nov 2008
AbstractforExamples of optimal stopping via measure transformation for processes with one-sided jumps | Full Text | References | PDF (77.6 KB)
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Article
Linear programming approach to the optimal stopping of singular stochastic processes
K. Helmes & R. H. Stockbridge
Pages: 309-335
Published online: 05 Nov 2008
AbstractforLinear programming approach to the optimal stopping of singular stochastic processes | Full Text | References | PDF (323.8 KB)
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Article
An approach for solving perpetual optimal stopping problems driven by Lévy processes
B. A. Surya
Pages: 337-361
Published online: 05 Nov 2008
AbstractforAn approach for solving perpetual optimal stopping problems driven by Lévy processes | Full Text | References | PDF (235.5 KB)
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Article
The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure
Timothy C. Johnson & Mihail Zervos
Pages: 363-382
Published online: 05 Nov 2008
AbstractforThe solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure | Full Text | References | PDF (198.1 KB)
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Article
Stop times in Fock space quantum probability
R. L. Hudson
Pages: 383-391
Published online: 05 Nov 2008
AbstractforStop times in Fock space quantum probability | Full Text | References | PDF (122.8 KB)
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Article
On a solution of the optimal stopping problem for processes with independent increments
Alexander Novikov & Albert Shiryaev
Pages: 393-406
Published online: 05 Nov 2008
AbstractforOn a solution of the optimal stopping problem for processes with independent increments | Full Text | References | PDF (139.3 KB)
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