Qiu, Zhaoyang; Wang, Yixuan Strong solution for 3D compressible liquid crystal system with random force. (English) Zbl 07657312 J. Math. Fluid Mech. 25, No. 2, Paper No. 26, 38 p. (2023). MSC: 35Q30 76N10 76A15 35A01 35A02 35R60 PDF BibTeX XML Cite \textit{Z. Qiu} and \textit{Y. Wang}, J. Math. Fluid Mech. 25, No. 2, Paper No. 26, 38 p. (2023; Zbl 07657312) Full Text: DOI arXiv OpenURL
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. (English) Zbl 07654076 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107042, 13 p. (2023). MSC: 91G20 60G22 60G40 PDF BibTeX XML Cite \textit{M. Costabile} et al., Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107042, 13 p. (2023; Zbl 07654076) Full Text: DOI OpenURL
Liu, Yue; Zhang, Jijian; Ding, Xuhui; Zhang, Xiling Intervene in advance or passively? Analysis and application on congestion control of smart grid. (English) Zbl 07645012 Ann. Oper. Res. 320, No. 2, 887-899 (2023). MSC: 60J10 60G40 90B06 49K45 PDF BibTeX XML Cite \textit{Y. Liu} et al., Ann. Oper. Res. 320, No. 2, 887--899 (2023; Zbl 07645012) Full Text: DOI OpenURL
Huberts, Nick F. D.; Thijssen, Jacco J. J. Optimal timing of non-pharmaceutical interventions during an epidemic. (English) Zbl 07632173 Eur. J. Oper. Res. 305, No. 3, 1366-1389 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{N. F. D. Huberts} and \textit{J. J. J. Thijssen}, Eur. J. Oper. Res. 305, No. 3, 1366--1389 (2023; Zbl 07632173) Full Text: DOI OpenURL
Zhong, Wei; Cui, Zhenyu; Zhang, Zhimin Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk. (English) Zbl 07630795 J. Comput. Appl. Math. 422, Article ID 114914, 26 p. (2023). Reviewer: Piotr Jaworski (Warszawa) MSC: 91G20 91G05 60G40 PDF BibTeX XML Cite \textit{W. Zhong} et al., J. Comput. Appl. Math. 422, Article ID 114914, 26 p. (2023; Zbl 07630795) Full Text: DOI OpenURL
Dai, Suhang; Menoukeu-Pamen, Olivier An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. (English) Zbl 1498.60160 J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023). MSC: 60G40 65C20 60J25 47D07 60J35 PDF BibTeX XML Cite \textit{S. Dai} and \textit{O. Menoukeu-Pamen}, J. Comput. Appl. Math. 421, Article ID 114864, 24 p. (2023; Zbl 1498.60160) Full Text: DOI OpenURL
Gómez-Corral, Antonio; Lopez-Herrero, María Jesús; Rodríguez-Bernal, María Teresa On first passage times in discrete skeletons and uniformized versions of a continuous-time Markov chain. (English) Zbl 1497.60103 Balakrishnan, Narayanaswamy (ed.) et al., Trends in mathematical, information and data sciences. A tribute to Leandro Pardo. Based on the presentations at the symposium on information theory with applications to statistical inference, Madrid, Spain, December 2, 2019. Cham: Springer. Stud. Syst. Decis. Control 445, 29-37 (2023). MSC: 60J27 60J10 60G40 92D30 PDF BibTeX XML Cite \textit{A. Gómez-Corral} et al., Stud. Syst. Decis. Control 445, 29--37 (2023; Zbl 1497.60103) Full Text: DOI OpenURL
Strietzel, Philipp Lukas; Behme, Anita Moments of the ruin time in a Lévy risk model. (English) Zbl 07655083 Methodol. Comput. Appl. Probab. 24, No. 4, 3075-3099 (2022). MSC: 91G05 60G51 60G40 PDF BibTeX XML Cite \textit{P. L. Strietzel} and \textit{A. Behme}, Methodol. Comput. Appl. Probab. 24, No. 4, 3075--3099 (2022; Zbl 07655083) Full Text: DOI arXiv OpenURL
Rosenstrom, Erik; Meshkinfam, Sareh; Ivy, Julie Simmons; Goodarzi, Shadi Hassani; Capan, Muge; Huddleston, Jeanne; Romero-Brufau, Santiago Optimizing the first response to sepsis: an electronic health record-based Markov decision process model. (English) Zbl 07646914 Decis. Anal. 19, No. 4, 265-296 (2022). MSC: 90B50 90C40 60G40 PDF BibTeX XML Cite \textit{E. Rosenstrom} et al., Decis. Anal. 19, No. 4, 265--296 (2022; Zbl 07646914) Full Text: DOI OpenURL
Belyavskiĭ, Grigoriĭ Isaakovich; Danilova, Natal’ya Viktorovna Control in binary models with disorder. (Russian. English summary) Zbl 1503.90092 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 15, No. 3, 67-82 (2022). MSC: 90C25 PDF BibTeX XML Cite \textit{G. I. Belyavskiĭ} and \textit{N. V. Danilova}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 15, No. 3, 67--82 (2022; Zbl 1503.90092) Full Text: DOI MNR OpenURL
Bayraktar, Erhan; Wang, Zhenhua; Zhou, Zhou Short communication: stability of time-inconsistent stopping for one-dimensional diffusions. (English) Zbl 07638214 SIAM J. Financ. Math. 13, No. 4, SC123-SC135 (2022). MSC: 60G40 49J45 49K40 91A11 91A15 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 13, No. 4, SC123-SC135 (2022; Zbl 07638214) Full Text: DOI arXiv OpenURL
Efromovich, Sam Sequential nonparametric estimation of controlled multivariate regression. (English) Zbl 07634012 Sequential Anal. 41, No. 4, 492-511 (2022). MSC: 62G05 62N01 PDF BibTeX XML Cite \textit{S. Efromovich}, Sequential Anal. 41, No. 4, 492--511 (2022; Zbl 07634012) Full Text: DOI OpenURL
Zhang, Chi; Thijssen, Jacco On sticky bookmaking as a learning device in horse-racing betting markets. (English) Zbl 07631999 J. Econ. Dyn. Control 144, Article ID 104525, 22 p. (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{C. Zhang} and \textit{J. Thijssen}, J. Econ. Dyn. Control 144, Article ID 104525, 22 p. (2022; Zbl 07631999) Full Text: DOI OpenURL
Hussain, Abid; Cheema, Salman A. The symmetric \(4\)-player gambler’s problem with unequal initial stakes. (English) Zbl 1499.60130 Math. Slovaca 72, No. 6, 1641-1646 (2022). MSC: 60G40 PDF BibTeX XML Cite \textit{A. Hussain} and \textit{S. A. Cheema}, Math. Slovaca 72, No. 6, 1641--1646 (2022; Zbl 1499.60130) Full Text: DOI OpenURL
Louriki, Mohammed Brownian bridge with random length and pinning point for modelling of financial information. (English) Zbl 1502.60045 Stochastics 94, No. 7, 973-1002 (2022). MSC: 60G15 60G40 60J25 60F99 PDF BibTeX XML Cite \textit{M. Louriki}, Stochastics 94, No. 7, 973--1002 (2022; Zbl 1502.60045) Full Text: DOI arXiv OpenURL
Denisov, Denis; Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali Persistence of autoregressive sequences with logarithmic tails. (English) Zbl 07628814 Electron. J. Probab. 27, Paper No. 154, 43 p. (2022). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{D. Denisov} et al., Electron. J. Probab. 27, Paper No. 154, 43 p. (2022; Zbl 07628814) Full Text: DOI arXiv OpenURL
Liu, Hui Li; Zhou, Xiao Wen Generalized stepping stone model with \(\Xi\)-resampling mechanism. (English) Zbl 1499.60305 Acta Math. Sin., Engl. Ser. 38, No. 11, 1998-2018 (2022). MSC: 60J90 60G40 60J25 60J35 PDF BibTeX XML Cite \textit{H. L. Liu} and \textit{X. W. Zhou}, Acta Math. Sin., Engl. Ser. 38, No. 11, 1998--2018 (2022; Zbl 1499.60305) Full Text: DOI arXiv OpenURL
Bensoussan, A.; Feng, Q.; Sethi, S. P. Integrating equipment investment strategy with maintenance operations under uncertain failures. (English) Zbl 1501.90021 Ann. Oper. Res. 317, No. 2, 353-386 (2022). MSC: 90B25 93E20 90C15 90C39 90B30 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., Ann. Oper. Res. 317, No. 2, 353--386 (2022; Zbl 1501.90021) Full Text: DOI OpenURL
Kania, Tomasz; Lechner, Richard Factorisation in stopping-time Banach spaces: identifying unique maximal ideals. (English) Zbl 07605915 Adv. Math. 409 B, Article ID 108643, 35 p. (2022). MSC: 47L20 46A35 46B25 60G46 46B26 PDF BibTeX XML Cite \textit{T. Kania} and \textit{R. Lechner}, Adv. Math. 409 B, Article ID 108643, 35 p. (2022; Zbl 07605915) Full Text: DOI arXiv OpenURL
Ernst, Philip A.; Peskir, Goran Quickest real-time detection of a Brownian coordinate drift. (English) Zbl 1499.60129 Ann. Appl. Probab. 32, No. 4, 2652-2670 (2022). MSC: 60G40 60J65 60H30 35J15 45G10 62C10 PDF BibTeX XML Cite \textit{P. A. Ernst} and \textit{G. Peskir}, Ann. Appl. Probab. 32, No. 4, 2652--2670 (2022; Zbl 1499.60129) Full Text: DOI arXiv OpenURL
Samuel, Sharoy Augustine; Popier, Alexandre; Sezer, Ali Devin Continuity problem for singular BSDE with random terminal time. (English) Zbl 1500.35173 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1185-1220 (2022). MSC: 35J75 60G40 60G99 60H30 60H99 PDF BibTeX XML Cite \textit{S. A. Samuel} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1185--1220 (2022; Zbl 1500.35173) Full Text: arXiv Link OpenURL
Klimsiak, Tomasz; Rozkosz, Andrzej Long-time asymptotic behaviour of the value function in nonlinear stopping problems. (English) Zbl 07596554 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1133-1160 (2022). MSC: 60G40 60H10 91G20 PDF BibTeX XML Cite \textit{T. Klimsiak} and \textit{A. Rozkosz}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1133--1160 (2022; Zbl 07596554) Full Text: arXiv Link OpenURL
Gilat, David; Meilijson, Isaac; Sacerdote, Laura A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales. (English) Zbl 07594405 J. Theor. Probab. 35, No. 3, 1952-1955 (2022). MSC: 60G44 60G40 PDF BibTeX XML Cite \textit{D. Gilat} et al., J. Theor. Probab. 35, No. 3, 1952--1955 (2022; Zbl 07594405) Full Text: DOI OpenURL
Muscalu, Camil; Zhai, Yujia Five-linear singular integral estimates of Brascamp-Lieb-type. (English) Zbl 1502.42013 Anal. PDE 15, No. 4, 1011-1095 (2022). MSC: 42B20 42A45 42B15 42B25 42B37 PDF BibTeX XML Cite \textit{C. Muscalu} and \textit{Y. Zhai}, Anal. PDE 15, No. 4, 1011--1095 (2022; Zbl 1502.42013) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Al Motairi, Hessah Discounted optimal stopping problems in first-passage time models with random thresholds. (English) Zbl 07589155 J. Appl. Probab. 59, No. 3, 714-733 (2022). MSC: 60G40 60G44 60J65 91B25 60J60 35R35 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{H. Al Motairi}, J. Appl. Probab. 59, No. 3, 714--733 (2022; Zbl 07589155) Full Text: DOI OpenURL
González Casanova, Adrián; Peñaloza, Lizbeth; Siri-Jégousse, Arno The shape of a seed bank tree. (English) Zbl 1497.60123 J. Appl. Probab. 59, No. 3, 631-651 (2022). MSC: 60J95 60C05 60J28 92D25 60G40 PDF BibTeX XML Cite \textit{A. González Casanova} et al., J. Appl. Probab. 59, No. 3, 631--651 (2022; Zbl 1497.60123) Full Text: DOI arXiv OpenURL
Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander Risk-averse stochastic programming: time consistency and optimal stopping. (English) Zbl 1500.90037 Oper. Res. 70, No. 4, 2439-2455 (2022). MSC: 90C15 90C90 PDF BibTeX XML Cite \textit{A. Pichler} et al., Oper. Res. 70, No. 4, 2439--2455 (2022; Zbl 1500.90037) Full Text: DOI OpenURL
Khlopin, D. V. Differential game with discrete stopping time. (English. Russian original) Zbl 1496.91024 Autom. Remote Control 83, No. 4, 649-672 (2022); translation from Mat. Teor. Igr Prilozh. 13, No. 4, 93-128 (2021). MSC: 91A23 91A10 91A05 91A55 PDF BibTeX XML Cite \textit{D. V. Khlopin}, Autom. Remote Control 83, No. 4, 649--672 (2022; Zbl 1496.91024); translation from Mat. Teor. Igr Prilozh. 13, No. 4, 93--128 (2021) Full Text: DOI OpenURL
Itkin, Andrey; Lipton, Alexander; Muravey, Dmitry Multilayer heat equations: application to finance. (English) Zbl 1498.91496 Front. Math. Finance 1, No. 1, 99-135 (2022). MSC: 91G60 65M99 91G20 60G40 35K05 PDF BibTeX XML Cite \textit{A. Itkin} et al., Front. Math. Finance 1, No. 1, 99--135 (2022; Zbl 1498.91496) Full Text: DOI arXiv OpenURL
Ciuperca, Gabriela Real-time detection of a change-point in a linear expectile model. (English) Zbl 1493.62090 Stat. Pap. 63, No. 4, 1323-1367 (2022). MSC: 62F05 62J07 62L10 PDF BibTeX XML Cite \textit{G. Ciuperca}, Stat. Pap. 63, No. 4, 1323--1367 (2022; Zbl 1493.62090) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Li, Libo Perpetual American standard and lookback options with event risk and asymmetric information. (English) Zbl 07574017 SIAM J. Financ. Math. 13, No. 3, 773-801 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 91G20 60G40 35R35 60J60 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{L. Li}, SIAM J. Financ. Math. 13, No. 3, 773--801 (2022; Zbl 07574017) Full Text: DOI OpenURL
Yang, Shuzhen Stochastic maximum principle for optimal control problem with a stopping time cost functional. (English) Zbl 1492.93177 Int. J. Control 95, No. 7, 1777-1788 (2022). MSC: 93E03 93E20 60G99 PDF BibTeX XML Cite \textit{S. Yang}, Int. J. Control 95, No. 7, 1777--1788 (2022; Zbl 1492.93177) Full Text: DOI arXiv OpenURL
Epstein, Larry G.; Ji, Shaolin Optimal learning under robustness and time-consistency. (English) Zbl 1497.91086 Oper. Res. 70, No. 3, 1317-1329 (2022). MSC: 91B06 PDF BibTeX XML Cite \textit{L. G. Epstein} and \textit{S. Ji}, Oper. Res. 70, No. 3, 1317--1329 (2022; Zbl 1497.91086) Full Text: DOI arXiv OpenURL
Dassios, Angelos; Zhang, Junyi First hitting time of Brownian motion on simple graph with skew semiaxes. (English) Zbl 07565031 Methodol. Comput. Appl. Probab. 24, No. 3, 1805-1831 (2022). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J65 60G40 60J70 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{J. Zhang}, Methodol. Comput. Appl. Probab. 24, No. 3, 1805--1831 (2022; Zbl 07565031) Full Text: DOI OpenURL
Stettner, Lukasz On an approximation of average cost per unit time impulse control of Markov processes. (English) Zbl 1497.93103 SIAM J. Control Optim. 60, No. 4, 2115-2131 (2022). MSC: 93C27 93E20 93C10 60G40 PDF BibTeX XML Cite \textit{L. Stettner}, SIAM J. Control Optim. 60, No. 4, 2115--2131 (2022; Zbl 1497.93103) Full Text: DOI arXiv OpenURL
Kirch, Claudia; Stoehr, Christina Asymptotic delay times of sequential tests based on \(U\)-statistics for early and late change points. (English) Zbl 07560391 J. Stat. Plann. Inference 221, 114-135 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Kirch} and \textit{C. Stoehr}, J. Stat. Plann. Inference 221, 114--135 (2022; Zbl 07560391) Full Text: DOI arXiv OpenURL
Reinhard, Dominik; Fauß, Michael; Zoubir, Abdelhak M. Bayesian sequential joint detection and estimation under multiple hypotheses. (English) Zbl 1493.62486 Sequential Anal. 41, No. 2, 143-175 (2022). MSC: 62L10 62L12 62L15 90C05 93E10 PDF BibTeX XML Cite \textit{D. Reinhard} et al., Sequential Anal. 41, No. 2, 143--175 (2022; Zbl 1493.62486) Full Text: DOI arXiv OpenURL
Chen, Fang; Guo, Xianping; Liao, Zhong-Wei Optimal stopping time on semi-Markov processes with finite horizon. (English) Zbl 1491.60055 J. Optim. Theory Appl. 194, No. 2, 408-439 (2022). MSC: 60G40 60K15 90C40 PDF BibTeX XML Cite \textit{F. Chen} et al., J. Optim. Theory Appl. 194, No. 2, 408--439 (2022; Zbl 1491.60055) Full Text: DOI arXiv OpenURL
Pornsawad, Pornsarp; Böckmann, Christine; Panitsupakamon, Wannapa The Levenberg-Marquardt regularization for the backward heat equation with fractional derivative. (English) Zbl 07556373 ETNA, Electron. Trans. Numer. Anal. 57, 67-79 (2022). MSC: 47A52 26A33 65R30 65M30 PDF BibTeX XML Cite \textit{P. Pornsawad} et al., ETNA, Electron. Trans. Numer. Anal. 57, 67--79 (2022; Zbl 07556373) Full Text: DOI Link OpenURL
Gapeev, Pavel V. Discounted optimal stopping problems in continuous hidden Markov models. (English) Zbl 1503.60049 Stochastics 94, No. 3, 335-364 (2022). Reviewer: Yana Kinderknecht (Saarbrücken) MSC: 60G40 91G20 60J22 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Stochastics 94, No. 3, 335--364 (2022; Zbl 1503.60049) Full Text: DOI OpenURL
Zhang, Haoyan; Tian, Yingxu Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing. (English) Zbl 1496.60099 Methodol. Comput. Appl. Probab. 24, No. 2, 1237-1251 (2022). MSC: 60J60 60J65 60G40 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{Y. Tian}, Methodol. Comput. Appl. Probab. 24, No. 2, 1237--1251 (2022; Zbl 1496.60099) Full Text: DOI OpenURL
Huang, Xuan; Zhou, Jieming General draw-down times for refracted spectrally negative Lévy processes. (English) Zbl 1489.91067 Methodol. Comput. Appl. Probab. 24, No. 2, 875-891 (2022). MSC: 91B05 60G40 60G51 60J25 PDF BibTeX XML Cite \textit{X. Huang} and \textit{J. Zhou}, Methodol. Comput. Appl. Probab. 24, No. 2, 875--891 (2022; Zbl 1489.91067) Full Text: DOI OpenURL
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.; Thijssen, Jacco J. J. Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English) Zbl 1490.60097 Methodol. Comput. Appl. Probab. 24, No. 2, 789-813 (2022). MSC: 60G40 91G20 60J70 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Methodol. Comput. Appl. Probab. 24, No. 2, 789--813 (2022; Zbl 1490.60097) Full Text: DOI OpenURL
Gapeev, Pavel V. Perpetual American double lookback options on drawdowns and drawups with floating strikes. (English) Zbl 1489.91259 Methodol. Comput. Appl. Probab. 24, No. 2, 749-788 (2022). MSC: 91G20 60J60 91B70 60G40 PDF BibTeX XML Cite \textit{P. V. Gapeev}, Methodol. Comput. Appl. Probab. 24, No. 2, 749--788 (2022; Zbl 1489.91259) Full Text: DOI OpenURL
Boubaker, Sabri; Liu, Zhenya; Zhan, Yaosong Risk management for crude oil futures: an optimal stopping-timing approach. (English) Zbl 1490.91209 Ann. Oper. Res. 313, No. 1, 9-27 (2022). MSC: 91G20 60G40 91G10 PDF BibTeX XML Cite \textit{S. Boubaker} et al., Ann. Oper. Res. 313, No. 1, 9--27 (2022; Zbl 1490.91209) Full Text: DOI OpenURL
Peköz, Erol A.; Ross, Sheldon M. Fair gambler’s ruin stochastically maximizes playing time. (English) Zbl 1490.60110 Adv. Appl. Probab. 54, No. 2, 656-659 (2022). MSC: 60G50 60G40 PDF BibTeX XML Cite \textit{E. A. Peköz} and \textit{S. M. Ross}, Adv. Appl. Probab. 54, No. 2, 656--659 (2022; Zbl 1490.60110) Full Text: DOI OpenURL
Martyr, Randall; Moriarty, John; Perninge, Magnus Discrete-time risk-aware optimal switching with non-adapted costs. (English) Zbl 1494.93144 Adv. Appl. Probab. 54, No. 2, 625-655 (2022). MSC: 93E20 93C55 60G40 49N30 PDF BibTeX XML Cite \textit{R. Martyr} et al., Adv. Appl. Probab. 54, No. 2, 625--655 (2022; Zbl 1494.93144) Full Text: DOI arXiv OpenURL
Rahimov, Ibrahim A limit theorem for multitype general branching processes with reproduction-dependent immigration. (English) Zbl 1499.60297 Uzb. Math. J. 66, No. 1, 133-148 (2022). MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{I. Rahimov}, Uzb. Math. J. 66, No. 1, 133--148 (2022; Zbl 1499.60297) Full Text: DOI OpenURL
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 PDF BibTeX XML Cite \textit{V. Girardin} et al., Sequential Anal. 41, No. 1, 119--141 (2022; Zbl 1493.62483) Full Text: DOI OpenURL
Wu, Jun; Li, Pei; Zhang, Jia; Chen, Zehao; Bao, Jianrong SPRT-based cooperative spectrum sensing with performance requirements in cognitive unmanned aerial vehicle networks (CUAVNs). (English) Zbl 1493.62493 Sequential Anal. 41, No. 1, 53-67 (2022). MSC: 62L15 60G40 62F12 62F15 PDF BibTeX XML Cite \textit{J. Wu} et al., Sequential Anal. 41, No. 1, 53--67 (2022; Zbl 1493.62493) Full Text: DOI OpenURL
Christensen, Sören; Sohr, Tobias General optimal stopping with linear cost. (English) Zbl 1495.60030 Sequential Anal. 41, No. 1, 35-52 (2022). MSC: 60G40 62L15 PDF BibTeX XML Cite \textit{S. Christensen} and \textit{T. Sohr}, Sequential Anal. 41, No. 1, 35--52 (2022; Zbl 1495.60030) Full Text: DOI arXiv OpenURL
Glover, Kristoffer Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach. (English) Zbl 1494.60042 Stochastic Processes Appl. 150, 919-937 (2022). MSC: 60G40 62F15 PDF BibTeX XML Cite \textit{K. Glover}, Stochastic Processes Appl. 150, 919--937 (2022; Zbl 1494.60042) Full Text: DOI arXiv OpenURL
Chatterjee, Krishnendu; Doyen, Laurent Graph planning with expected finite horizon. (English) Zbl 1487.68209 J. Comput. Syst. Sci. 129, 1-21 (2022). MSC: 68T20 60G40 68Q25 68R10 PDF BibTeX XML Cite \textit{K. Chatterjee} and \textit{L. Doyen}, J. Comput. Syst. Sci. 129, 1--21 (2022; Zbl 1487.68209) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Li, Libo Optimal stopping problems for maxima and minima in models with asymmetric information. (English) Zbl 1497.60060 Stochastics 94, No. 4, 602-628 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{L. Li}, Stochastics 94, No. 4, 602--628 (2022; Zbl 1497.60060) Full Text: DOI Link OpenURL
Müller, Paul F. X. Hardy martingales. Stochastic holomorphy, \(L^1\)-embeddings, and isomorphic invariants. (English) Zbl 07533859 New Mathematical Monographs 43. Cambridge: Cambridge University Press (ISBN 978-1-108-83867-2/hbk; 978-1-108-97601-5/ebook). xvi, 500 p. (2022). Reviewer: Yuliya S. Mishura (Kyjiw) MSC: 60-02 60B99 60G44 60G46 60G48 60H05 PDF BibTeX XML Cite \textit{P. F. X. Müller}, Hardy martingales. Stochastic holomorphy, \(L^1\)-embeddings, and isomorphic invariants. Cambridge: Cambridge University Press (2022; Zbl 07533859) Full Text: DOI OpenURL
Pergamenchtchikov, Serguei M.; Tartakovsky, Alexander G.; Spivak, Valentin S. Minimax and pointwise sequential changepoint detection and identification for general stochastic models. (English) Zbl 07530674 J. Multivariate Anal. 190, Article ID 104977, 22 p. (2022). MSC: 62Hxx 62L10 62L15 60G40 60J05 60J20 PDF BibTeX XML Cite \textit{S. M. Pergamenchtchikov} et al., J. Multivariate Anal. 190, Article ID 104977, 22 p. (2022; Zbl 07530674) Full Text: DOI arXiv OpenURL
Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissem; Zaatra, Helmi Infinite horizon stochastic impulse control with delay and random coefficients. (English) Zbl 07528005 Math. Oper. Res. 47, No. 1, 665-689 (2022). MSC: 93E20 93C27 49N25 60H10 PDF BibTeX XML Cite \textit{B. Djehiche} et al., Math. Oper. Res. 47, No. 1, 665--689 (2022; Zbl 07528005) Full Text: DOI arXiv OpenURL
Duraj, Jetlir; Raschel, Kilian; Tarrago, Pierre; Wachtel, Vitali Martin boundary of random walks in convex cones. (Frontière de Martin de marches aléatoires dans des cônes convexes.) (English. French summary) Zbl 1492.60123 Ann. Henri Lebesgue 5, 559-609 (2022). MSC: 60G50 60G40 60F17 PDF BibTeX XML Cite \textit{J. Duraj} et al., Ann. Henri Lebesgue 5, 559--609 (2022; Zbl 1492.60123) Full Text: DOI arXiv OpenURL
Calandrini, Sara; Jones, Philip W.; Petersen, Mark R. An exponential time differencing time-stepping scheme for the tracer equations in MPAS-Ocean. (English) Zbl 07524466 Int. J. Numer. Anal. Model. 19, No. 2-3, 175-193 (2022). MSC: 65-XX 35R35 49J40 60G40 PDF BibTeX XML Cite \textit{S. Calandrini} et al., Int. J. Numer. Anal. Model. 19, No. 2--3, 175--193 (2022; Zbl 07524466) Full Text: Link OpenURL
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura First passage time density of an Ornstein-Uhlenbeck process with broken drift. (English) Zbl 1491.60137 Stoch. Models 38, No. 2, 308-329 (2022). MSC: 60J60 60G40 PDF BibTeX XML Cite \textit{S. Ankirchner} et al., Stoch. Models 38, No. 2, 308--329 (2022; Zbl 1491.60137) Full Text: DOI OpenURL
Al Masry, Zeina; Rabehasaina, Landy; Verdier, Ghislain Change-level detection for Lévy subordinators. (English) Zbl 1483.62146 Stochastic Processes Appl. 147, 423-455 (2022). MSC: 62M10 62L10 62L15 60G51 60G40 PDF BibTeX XML Cite \textit{Z. Al Masry} et al., Stochastic Processes Appl. 147, 423--455 (2022; Zbl 1483.62146) Full Text: DOI HAL OpenURL
Beiglböck, Mathias; Nutz, Marcel; Stebegg, Florian Fine properties of the optimal Skorokhod embedding problem. (English) Zbl 07499454 J. Eur. Math. Soc. (JEMS) 24, No. 4, 1389-1429 (2022). Reviewer: Pavel Gapeev (London) MSC: 60G40 60G44 90C08 PDF BibTeX XML Cite \textit{M. Beiglböck} et al., J. Eur. Math. Soc. (JEMS) 24, No. 4, 1389--1429 (2022; Zbl 07499454) Full Text: DOI arXiv OpenURL
Constantinescu, C.; Loeffen, R.; Patie, P. First passage times over stochastic boundaries for subdiffusive processes. (English) Zbl 1490.60286 Trans. Am. Math. Soc. 375, No. 3, 1629-1652 (2022). MSC: 60K50 60G40 60G51 60G52 60G18 PDF BibTeX XML Cite \textit{C. Constantinescu} et al., Trans. Am. Math. Soc. 375, No. 3, 1629--1652 (2022; Zbl 1490.60286) Full Text: DOI arXiv OpenURL
De Angelis, Tiziano Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon. (English) Zbl 1496.60037 Electron. J. Probab. 27, Paper No. 10, 41 p. (2022). MSC: 60G40 35R35 60J60 PDF BibTeX XML Cite \textit{T. De Angelis}, Electron. J. Probab. 27, Paper No. 10, 41 p. (2022; Zbl 1496.60037) Full Text: DOI arXiv OpenURL
Li, Jinghuan; Zhang, Shuhua; Li, Yu Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects. (English) Zbl 1499.49017 J. Ind. Manag. Optim. 18, No. 1, 297-314 (2022). MSC: 49J20 65C05 65M06 PDF BibTeX XML Cite \textit{J. Li} et al., J. Ind. Manag. Optim. 18, No. 1, 297--314 (2022; Zbl 1499.49017) Full Text: DOI OpenURL
Lorek, Paweł; Markowski, Piotr Absorption time and absorption probabilities for a family of multidimensional gambler models. (English) Zbl 07470633 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125-150 (2022). MSC: 91A60 60J20 60G40 60J85 PDF BibTeX XML Cite \textit{P. Lorek} and \textit{P. Markowski}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 125--150 (2022; Zbl 07470633) Full Text: arXiv Link OpenURL
Qiu, Qinjing; Kawai, Reiichiro A decoupling principle for Markov-modulated chains. (English) Zbl 1481.60139 Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022). MSC: 60J22 65C40 60J28 60G40 PDF BibTeX XML Cite \textit{Q. Qiu} and \textit{R. Kawai}, Stat. Probab. Lett. 182, Article ID 109301, 8 p. (2022; Zbl 1481.60139) Full Text: DOI OpenURL
Kahn, Jeff Hitting times for Shamir’s problem. (English) Zbl 1479.05326 Trans. Am. Math. Soc. 375, No. 1, 627-668 (2022). MSC: 05C80 05C65 60C05 60G40 60G42 PDF BibTeX XML Cite \textit{J. Kahn}, Trans. Am. Math. Soc. 375, No. 1, 627--668 (2022; Zbl 1479.05326) Full Text: DOI arXiv OpenURL
Hsieh, Chung-Han Generalization of affine feedback stock trading results to include stop-loss orders. (English) Zbl 1480.91279 Automatica 136, Article ID 110051, 7 p. (2022). MSC: 91G15 60J70 93B52 PDF BibTeX XML Cite \textit{C.-H. Hsieh}, Automatica 136, Article ID 110051, 7 p. (2022; Zbl 1480.91279) Full Text: DOI arXiv OpenURL
Weng, Ruby Chiu-Hsing; Coad, D. Stephen Bias approximations for likelihood-based estimators. (English) Zbl 07607028 Scand. J. Stat. 48, No. 4, 1474-1497 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{R. C. H. Weng} and \textit{D. S. Coad}, Scand. J. Stat. 48, No. 4, 1474--1497 (2021; Zbl 07607028) Full Text: DOI OpenURL
Marchal, Philippe First passage times of subordinators and urns. (English) Zbl 1496.60009 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 343-355 (2021). MSC: 60C05 60G40 PDF BibTeX XML Cite \textit{P. Marchal}, Prog. Probab. 78, 343--355 (2021; Zbl 1496.60009) Full Text: DOI OpenURL
Denisov, Denis; Sakhanenko, Alexander; Wachtel, Vitali First-passage times for random walks in the triangular array setting. (English) Zbl 1496.60041 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 181-203 (2021). MSC: 60G50 60F17 60G40 PDF BibTeX XML Cite \textit{D. Denisov} et al., Prog. Probab. 78, 181--203 (2021; Zbl 1496.60041) Full Text: DOI arXiv OpenURL
Dochviri, Besarion; Khechinashvili, Zaza American option pricing in multidimensional financial market. (English) Zbl 07564063 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 35, 31-34 (2021). MSC: 91G20 60G46 PDF BibTeX XML Cite \textit{B. Dochviri} and \textit{Z. Khechinashvili}, Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 35, 31--34 (2021; Zbl 07564063) Full Text: Link OpenURL
Arkin, V. I.; Slastnikov, A. D. On optimal threshold stopping times for Ito diffusions. (English) Zbl 1496.60034 Stochastics 93, No. 5, 665-681 (2021). MSC: 60G40 60J60 PDF BibTeX XML Cite \textit{V. I. Arkin} and \textit{A. D. Slastnikov}, Stochastics 93, No. 5, 665--681 (2021; Zbl 1496.60034) Full Text: DOI OpenURL
Kim, Byung-June; Jang, Bong-Gyu Convertible bond valuation with regime switching. (English) Zbl 1498.91447 Chaos Solitons Fractals 150, Article ID 111201, 13 p. (2021). MSC: 91G20 60G40 60H30 60J27 PDF BibTeX XML Cite \textit{B.-J. Kim} and \textit{B.-G. Jang}, Chaos Solitons Fractals 150, Article ID 111201, 13 p. (2021; Zbl 1498.91447) Full Text: DOI OpenURL
Erraoui, Mohamed; Hilbert, Astrid; Louriki, Mohammed On a Lévy process pinned at random time. (English) Zbl 1497.60058 Forum Math. 33, No. 2, 397-417 (2021). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60G40 60G51 60G52 60J25 PDF BibTeX XML Cite \textit{M. Erraoui} et al., Forum Math. 33, No. 2, 397--417 (2021; Zbl 1497.60058) Full Text: DOI OpenURL
Tang, Lianhua; D’Ariano, Andrea; Xu, Xingfang; Li, Yantong; Ding, Xiaobing; Samà, Marcella Scheduling local and express trains in suburban rail transit lines: mixed-integer nonlinear programming and adaptive genetic algorithm. (English) Zbl 07486241 Comput. Oper. Res. 135, Article ID 105436, 26 p. (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{L. Tang} et al., Comput. Oper. Res. 135, Article ID 105436, 26 p. (2021; Zbl 07486241) Full Text: DOI OpenURL
Sajjadipanah, Soudabe; Mahmoudi, Eisa; Zamani, Mohammadsadegh Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure. (English) Zbl 1493.62491 Sequential Anal. 40, No. 4, 466-481 (2021). MSC: 62L12 62M10 62L10 62L15 PDF BibTeX XML Cite \textit{S. Sajjadipanah} et al., Sequential Anal. 40, No. 4, 466--481 (2021; Zbl 1493.62491) Full Text: DOI OpenURL
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N. Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. (English) Zbl 1497.60059 Adv. Appl. Probab. 53, No. 1, 189-219 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60G44 60J65 60J27 35R35 PDF BibTeX XML Cite \textit{P. V. Gapeev} et al., Adv. Appl. Probab. 53, No. 1, 189--219 (2021; Zbl 1497.60059) Full Text: DOI Link OpenURL
Mukhopadhyay, Nitis; Bishnoi, Srawan Kumar An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions. (English) Zbl 1498.60079 Methodol. Comput. Appl. Probab. 23, No. 4, 1507-1517 (2021). MSC: 60E15 33B15 60F05 60G40 PDF BibTeX XML Cite \textit{N. Mukhopadhyay} and \textit{S. K. Bishnoi}, Methodol. Comput. Appl. Probab. 23, No. 4, 1507--1517 (2021; Zbl 1498.60079) Full Text: DOI OpenURL
Bao, Wenqing; Cai, Xiaoqiang; Wu, Xianyi A general theory of multiarmed bandit processes with constrained arm switches. (English) Zbl 1483.90092 SIAM J. Control Optim. 59, No. 6, 4666-4688 (2021). MSC: 90C15 90C40 PDF BibTeX XML Cite \textit{W. Bao} et al., SIAM J. Control Optim. 59, No. 6, 4666--4688 (2021; Zbl 1483.90092) Full Text: DOI arXiv OpenURL
Gapeev, Pavel V.; Rodosthenous, Neofytos Optimal stopping games in models with various information flows. (English) Zbl 1490.60098 Stochastic Anal. Appl. 39, No. 6, 1050-1094 (2021). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 34K10 60J60 60J27 62M20 PDF BibTeX XML Cite \textit{P. V. Gapeev} and \textit{N. Rodosthenous}, Stochastic Anal. Appl. 39, No. 6, 1050--1094 (2021; Zbl 1490.60098) Full Text: DOI Link OpenURL
Salins, Michael; Spiliopoulos, Konstantinos Metastability and exit problems for systems of stochastic reaction-diffusion equations. (English) Zbl 1479.35972 Ann. Probab. 49, No. 5, 2317-2370 (2021). MSC: 35R60 35K57 60F10 60G40 60H15 PDF BibTeX XML Cite \textit{M. Salins} and \textit{K. Spiliopoulos}, Ann. Probab. 49, No. 5, 2317--2370 (2021; Zbl 1479.35972) Full Text: DOI arXiv OpenURL
Menoncin, Francesco; Vergalli, Sergio Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme. (English) Zbl 1479.91337 J. Econ. 132, No. 1, 67-98 (2021). MSC: 91G05 91G10 60G40 91B39 PDF BibTeX XML Cite \textit{F. Menoncin} and \textit{S. Vergalli}, J. Econ. 132, No. 1, 67--98 (2021; Zbl 1479.91337) Full Text: DOI OpenURL
Avram, Florin; Li, Bin; Li, Shu General drawdown of general tax model in a time-homogeneous Markov framework. (English) Zbl 1475.60076 J. Appl. Probab. 58, No. 4, 1131-1151 (2021). MSC: 60G40 60G17 91G05 PDF BibTeX XML Cite \textit{F. Avram} et al., J. Appl. Probab. 58, No. 4, 1131--1151 (2021; Zbl 1475.60076) Full Text: DOI arXiv OpenURL
Miclo, Laurent; Villeneuve, Stéphane On the forward algorithm for stopping problems on continuous-time Markov chains. (English) Zbl 1478.60211 J. Appl. Probab. 58, No. 4, 1043-1063 (2021). Reviewer: Weiping Li (Guanghan) MSC: 60J27 60J45 60J28 90C40 91G60 60G40 PDF BibTeX XML Cite \textit{L. Miclo} and \textit{S. Villeneuve}, J. Appl. Probab. 58, No. 4, 1043--1063 (2021; Zbl 1478.60211) Full Text: DOI Link OpenURL
Shao, Jinghai; Tian, Taoran Optimal stopping problem for jump-diffusion processes with regime-switching. (English) Zbl 1489.60065 Nonlinear Anal., Hybrid Syst. 41, Article ID 101029, 15 p. (2021). MSC: 60G40 60J60 49K30 60J27 PDF BibTeX XML Cite \textit{J. Shao} and \textit{T. Tian}, Nonlinear Anal., Hybrid Syst. 41, Article ID 101029, 15 p. (2021; Zbl 1489.60065) Full Text: DOI OpenURL
Ma, Jingtang; Yang, Wensheng; Cui, Zhenyu CTMC integral equation method for American options under stochastic local volatility models. (English) Zbl 1475.91401 J. Econ. Dyn. Control 128, Article ID 104145, 21 p. (2021). MSC: 91G60 65R20 91G20 60G40 91B70 PDF BibTeX XML Cite \textit{J. Ma} et al., J. Econ. Dyn. Control 128, Article ID 104145, 21 p. (2021; Zbl 1475.91401) Full Text: DOI OpenURL
Agram, Nacira; Djehiche, Boualem On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems. (English) Zbl 1475.60127 Syst. Control Lett. 155, Article ID 104989, 9 p. (2021). MSC: 60H20 45D05 45G10 60G40 PDF BibTeX XML Cite \textit{N. Agram} and \textit{B. Djehiche}, Syst. Control Lett. 155, Article ID 104989, 9 p. (2021; Zbl 1475.60127) Full Text: DOI arXiv OpenURL
Kounta, Moussa; Dawson, Nathan J. Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay. (English) Zbl 1475.93117 Methodol. Comput. Appl. Probab. 23, No. 3, 1155-1172 (2021). MSC: 93E20 49L25 49N10 60G40 60J20 PDF BibTeX XML Cite \textit{M. Kounta} and \textit{N. J. Dawson}, Methodol. Comput. Appl. Probab. 23, No. 3, 1155--1172 (2021; Zbl 1475.93117) Full Text: DOI OpenURL
Xu, Guangli; Wang, Xingchun On the transition density and first hitting time distributions of the doubly skewed CIR process. (English) Zbl 1480.60223 Methodol. Comput. Appl. Probab. 23, No. 3, 735-752 (2021). MSC: 60J35 60G40 60H10 PDF BibTeX XML Cite \textit{G. Xu} and \textit{X. Wang}, Methodol. Comput. Appl. Probab. 23, No. 3, 735--752 (2021; Zbl 1480.60223) Full Text: DOI OpenURL
Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. (English) Zbl 1476.91223 SIAM J. Control Optim. 59, No. 6, 4136-4154 (2021). MSC: 91G80 60G40 91G50 PDF BibTeX XML Cite \textit{K. S. Tan} et al., SIAM J. Control Optim. 59, No. 6, 4136--4154 (2021; Zbl 1476.91223) Full Text: DOI arXiv OpenURL
Schwob, Michael R.; Shiue, Peter; Venkat, Rama Novel theorems and algorithms relating to the Collatz conjecture. (English) Zbl 1486.11040 Int. J. Math. Math. Sci. 2021, Article ID 5754439, 10 p. (2021). Reviewer: Olivier Rozier (Paris) MSC: 11B83 11B37 PDF BibTeX XML Cite \textit{M. R. Schwob} et al., Int. J. Math. Math. Sci. 2021, Article ID 5754439, 10 p. (2021; Zbl 1486.11040) Full Text: DOI arXiv OpenURL
Hamana, Yuji; Kaikura, Ryo; Shinozaki, Kosuke Asymptotic expansions for the first hitting times of Bessel processes. (English) Zbl 1481.60082 Opusc. Math. 41, No. 4, 509-537 (2021). MSC: 60G40 60J60 41A60 30C10 PDF BibTeX XML Cite \textit{Y. Hamana} et al., Opusc. Math. 41, No. 4, 509--537 (2021; Zbl 1481.60082) Full Text: DOI OpenURL
Perotto, Filipo Studzinski; Trabelsi, Imen; Combettes, Stéphanie; Camps, Valérie; Verstaevel, Nicolas Deciding when to quit the gambler’s ruin game with unknown probabilities. (English) Zbl 07415305 Int. J. Approx. Reasoning 137, 16-33 (2021). MSC: 68T37 PDF BibTeX XML Cite \textit{F. S. Perotto} et al., Int. J. Approx. Reasoning 137, 16--33 (2021; Zbl 07415305) Full Text: DOI HAL OpenURL
Jasso-Fuentes, Héctor; Menaldi, Jose-Luis; Vásquez-Rojas, Fidel Optimal stopping problems for a family of continuous-time Markov processes. (English) Zbl 1470.60113 Piunovskiy, Alexey (ed.) et al., Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021. Cham: Springer. Emerg. Complex. Comput. 41, 57-86 (2021). MSC: 60G40 PDF BibTeX XML Cite \textit{H. Jasso-Fuentes} et al., Emerg. Complex. Comput. 41, 57--86 (2021; Zbl 1470.60113) Full Text: DOI OpenURL
Zhigljavsky, Anatoly; Noonan, Jack First passage times for Slepian process with linear and piecewise linear barriers. (English) Zbl 1475.62226 Extremes 24, No. 3, 565-589 (2021). MSC: 62L15 62L10 62G10 62M10 60J65 37M10 PDF BibTeX XML Cite \textit{A. Zhigljavsky} and \textit{J. Noonan}, Extremes 24, No. 3, 565--589 (2021; Zbl 1475.62226) Full Text: DOI OpenURL
Anderson, Robert M.; Duanmu, Haosui; Smith, Aaron Mixing and average mixing times for general Markov processes. (English) Zbl 1483.60102 Can. Math. Bull. 64, No. 3, 541-552 (2021). MSC: 60J10 60G40 PDF BibTeX XML Cite \textit{R. M. Anderson} et al., Can. Math. Bull. 64, No. 3, 541--552 (2021; Zbl 1483.60102) Full Text: DOI OpenURL
Martínez-Cortés, Victor Manuel Bi-personal stochastic transient Markov games with stopping times and total reward criterion. (English) Zbl 1488.91012 Kybernetika 57, No. 1, 1-14 (2021). MSC: 91A15 91A50 91A05 PDF BibTeX XML Cite \textit{V. M. Martínez-Cortés}, Kybernetika 57, No. 1, 1--14 (2021; Zbl 1488.91012) Full Text: DOI Link OpenURL
Cai, Cheng; De Angelis, Tiziano; Palczewski, Jan Optimal hedging of a perpetual American put with a single trade. (English) Zbl 1471.91562 SIAM J. Financ. Math. 12, No. 2, 823-866 (2021). MSC: 91G20 60G40 35R35 PDF BibTeX XML Cite \textit{C. Cai} et al., SIAM J. Financ. Math. 12, No. 2, 823--866 (2021; Zbl 1471.91562) Full Text: DOI arXiv OpenURL