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Found 13 Documents (Results 1–13)

Optimal stopping problems for a Brownian motion with disorder on a segment. (English) Zbl 1293.60048

Theory Probab. Appl. 58, No. 1, 164-171 (2014); translation from Teor. Veroyatn. Primen. 58, No. 1, 193-200 (2013).
MSC:  60G40 60J65 91G80
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On the accuracy of the normal approximation to compound Poisson distributions. (English) Zbl 1298.60033

Theory Probab. Appl. 58, No. 1, 138-158 (2014); translation from Teor. Veroyatn. Primen. 58, No. 1, 152-176 (2013).
MSC:  60F05 60F99
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When a stochastic exponential is a true martingale. Extension of the Beneš method. (English) Zbl 1328.60111

Theory Probab. Appl. 58, No. 1, 38-62 (2014); translation from Teor. Veroyatn. Primen. 58, No. 1, 53-80 (2013).
MSC:  60G44 60H05 60J60 60J75
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