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Found 112 Documents (Results 1–100)

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Marcus, Michael B.; Peskir, Goran; Rosiński, Jan

Obituary: Jørgen Hoffmann-Jørgensen (1942–2017). (English) Zbl 1435.01027

Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 1-7 (2019).
MSC:  01A70
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\textit{M. B. Marcus} et al., Prog. Probab. 74, 1--7 (2019; Zbl 1435.01027)
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du Toit, Jacques; Peskir, Goran

Predicting the time of the ultimate maximum for Brownian motion with drift. (English) Zbl 1149.60311

Sarychev, Andrey (ed.) et al., Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10–14, 2007. Berlin: Springer (ISBN 978-3-540-69531-8/hbk). 95-112 (2008).
MSC:  60G40 60J65 35R35 62M20 45G10
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\textit{J. du Toit} and \textit{G. Peskir}, in: Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10--14, 2007. Berlin: Springer. 95--112 (2008; Zbl 1149.60311)
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Peskir, Goran

On reflecting Brownian motion with drift. (English) Zbl 1196.93074

Proceedings of the 37th ISCIE international symposium on stochastic systems theory and its applications (ISCIE SSS’05), Osaka, Japan, October 28–29, 2005. Kyoto: The Institute of Systems, Control and Information Engineers (ISCIE) (ISBN 4-915740-22-0/pbk). 1-5 (2006).
MSC:  93E03 60J65
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\textit{G. Peskir}, in: Proceedings of the 37th ISCIE international symposium on stochastic systems theory and its applications (ISCIE SSS'05), Osaka, Japan, October 28--29, 2005. Kyoto: The Institute of Systems, Control and Information Engineers (ISCIE). 1--5 (2006; Zbl 1196.93074)
Peskir, Goran

On the fundamental solution of the Kolmogorov-Shiryaev equation. (English) Zbl 1101.60042

Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 536-546 (2006).
MSC:  60H15 60J60 35R60 60H10
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\textit{G. Peskir}, in: From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Almost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9--15, 2005. Berlin: Springer. 536--546 (2006; Zbl 1101.60042)
Bakić, D. (ed.); Muić, G. (ed.); Pandžić, P. (ed.); Peskir, G. (ed.)

Functional analysis VIII. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, June 15–22, 2003. (English) Zbl 1057.46001

Various Publications Series. Aarhus Universitet 47. Aarhus: University of Aarhus, Department of Mathematical Sciences. 234 p. (2004).
MSC:  46-06 47-06 00B25
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\textit{D. Bakić} (ed.) et al., Functional analysis VIII. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, June 15--22, 2003. Aarhus: University of Aarhus, Department of Mathematical Sciences (2004; Zbl 1057.46001)
Ghomrasni, R.; Peskir, G.

Local time-space calculus and extensions of Itô’s formula. (English) Zbl 1051.60060

Hoffmann-Jørgensen, Jørgen (ed.) et al., High dimensional probability III. Third international conference on high dimensional probability, Sandjberg, Denmark, June 24–28, 2002. Selected papers. Basel: Birkhäuser (ISBN 3-7643-2187-3/hbk). Prog. Probab. 55, 177-192 (2003).
Reviewer: Klaus Schürger (Bonn)
MSC:  60H05 60J55 60G44 60J65
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\textit{R. Ghomrasni} and \textit{G. Peskir}, Prog. Probab. 55, 177--192 (2003; Zbl 1051.60060)
Pedersen, J. L.; Peskir, G.

On nonlinear integral equations arising in problems of optimal stopping. (English) Zbl 1031.60030

Bakić, D. (ed.) et al., Functional analysis VII. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, September 17-26, 2001. Aarhus: University of Aarhus, Department of Mathematical Sciences, Var. Publ. Ser., Aarhus Univ. 46, 159-175 (2002).
Reviewer: B.Grigelionis (Vilnius)
MSC:  60G40 35R35 45G10
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\textit{J. L. Pedersen} and \textit{G. Peskir}, Var. Publ. Ser., Aarhus Univ. 46, 159--175 (2002; Zbl 1031.60030)
Bakić, D. (ed.); Pandžić, P. (ed.); Peskir, G. (ed.)

Functional analysis VII. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, September 17–26, 2001. (English) Zbl 1004.00019

Various Publications Series. Aarhus Universitet. 46. Aarhus: University of Aarhus, Department of Mathematical Sciences, 445 p. (2002).
MSC:  00B25 46-06 47-06
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\textit{D. Bakić} (ed.) et al., Functional analysis VII. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, September 17--26, 2001. Aarhus: University of Aarhus, Department of Mathematical Sciences (2002; Zbl 1004.00019)
Peskir, G.; Shiryaev, A. N.

A note on the call-put parity and a call-put duality. (English. Russian original) Zbl 1003.91028

Theory Probab. Appl. 46, No. 1, 167-170 (2001); translation from Teor. Veroyatn. Primen. 46, No. 1, 181-183 (2001).
Reviewer: A.Grorud (Marseille)
MSC:  91B28 91B70
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\textit{G. Peskir} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 46, No. 1, 167--170 (2001; Zbl 1003.91028); translation from Teor. Veroyatn. Primen. 46, No. 1, 181--183 (2001)
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Graversen, S. E.; Peskir, G.; Shiryaev, A. N.

Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. (English) Zbl 0982.60082

Theory Probab. Appl. 45, No. 1, 41-50 (2000) and Teor. Veroyatn. Primen. 45, No. 1, 125-136 (2000).
Reviewer: N.M.Zinchenko (Kyïv)
MSC:  60J65 60G40 60G17 60J25
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\textit{S. E. Graversen} et al., Theory Probab. Appl. 45, No. 1, 41--50 (2000) and Teor. Veroyatn. Primen. 45, No. 1, 125--136 (2000; Zbl 0982.60082)
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Peskir, Goran

Levý-Khintchine inequalities, multiple reflection, and Brownian motion. (English) Zbl 0984.60051

Butković, D. (ed.) et al., Functional analysis. VI. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, September 19-29, 1999. Aarhus: University of Aarhus, Department of Mathematical Sciences, Var. Publ. Ser., Aarhus Univ. 45, 27-44 (2000).
MSC:  60G50 60J65 60E15 60F10 60F17
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\textit{G. Peskir}, Var. Publ. Ser., Aarhus Univ. 45, 27--44 (2000; Zbl 0984.60051)
Butković, D. (ed.); Kraljević, H. (ed.); Peskir, G. (ed.)

Functional analysis. VI. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, September 19–29, 1999. (English) Zbl 0964.00043

Various Publications Series. Aarhus Universitet. 45. Aarhus: University of Aarhus, Department of Mathematical Sciences, 290 p. (2000).
MSC:  00B25 46-06 47-06
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\textit{D. Butković} (ed.) et al., Functional analysis. VI. Proceedings of the postgraduate school and conference, Dubrovnik, Croatia, September 19--29, 1999. Aarhus: University of Aarhus, Department of Mathematical Sciences (2000; Zbl 0964.00043)
Peskir, Goran

From uniform laws of large numbers to uniform ergodic theorems. (English) Zbl 0992.37004

Lecture Notes Series. Aarhus University. 66. Aarhus: University of Aarhus, Department of Mathematics, vi, 142 p. (2000).
Reviewer: Manfred Denker (Göttingen)
MSC:  37A30 37-02 60-02 28D05 28D10 60B12 60G10 60G42 60F15 47A35 82B05
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\textit{G. Peskir}, From uniform laws of large numbers to uniform ergodic theorems. Aarhus: University of Aarhus, Department of Mathematics (2000; Zbl 0992.37004)
Peskir, Goran

Extending finite measures to perturbed \(\sigma\)-algebras. (English) Zbl 0923.28001

Butković, D. (ed.) et al., Functional analysis V. Proceedings of the postgraduate school and conference held at the Inter-University Centre, Dubrovnik, Croatia, September 14–28, 1997. Vol. I. Aarhus: Aarhus Universitet, Var. Publ. Ser., Aarhus Univ. 44, 77-104 (1998).
Reviewer: Klaus D.Schmidt (Dresden)
MSC:  28A12 28A10 46B20
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\textit{G. Peskir}, Var. Publ. Ser., Aarhus Univ. 44, 77--104 (1998; Zbl 0923.28001)
Butković, D. (ed.); Kraljević, H. (ed.); Peskir, G. (ed.)

Functional analysis V. Proceedings of the postgraduate school and conference held at the Inter-University Centre, Dubrovnik, Croatia, September 14–28, 1997. Vol. I. (English) Zbl 0905.00067

Various Publications Series. Aarhus Universitet. 44. Aarhus: Aarhus Universitet, 142 p. (1998).
MSC:  00B25 46-06 47-06
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\textit{D. Butković} (ed.) et al., Functional analysis V. Proceedings of the postgraduate school and conference held at the Inter-University Centre, Dubrovnik, Croatia, September 14--28, 1997. Vol. I. Aarhus: Aarhus Universitet (1998; Zbl 0905.00067)
Peškir, Goran; Weber, Michel

The uniform ergodic theorem for dynamical systems. (English) Zbl 0858.28010

Bergelson, V. (ed.) et al., Convergence in ergodic theory and probability. Papers from the conference, Ohio State University, Columbus, OH, USA, June 23–26, 1993. Berlin: de Gruyter. Ohio State Univ. Math. Res. Inst. Publ. 5, 305-332 (1996).
MSC:  28D05 47A35 60F05
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\textit{G. Peškir} and \textit{M. Weber}, Ohio State Univ. Math. Res. Inst. Publ. 5, 305--332 (1996; Zbl 0858.28010)
Peškir, Goran; Shiryaev, A. N.

The Khintchine inequalities and martingale expanding sphere of their action. (English. Russian original) Zbl 0860.60018

Russ. Math. Surv. 50, No. 5, 849-904 (1995); translation from Usp. Mat. Nauk 50, No. 5, 3-62 (1995).
Reviewer: N.G.Gamkrelidze (Moskva)
MSC:  60F15 60E15 60G42
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\textit{G. Peškir} and \textit{A. N. Shiryaev}, Russ. Math. Surv. 50, No. 5, 849--904 (1995; Zbl 0860.60018); translation from Usp. Mat. Nauk 50, No. 5, 3--62 (1995)
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