Lorek, Paweł Antiduality and Möbius monotonicity: generalized coupon collector problem. (English) Zbl 1506.60075 ESAIM, Probab. Stat. 23, 739-769 (2019). MSC: 60J10 60G40 06A06 PDFBibTeX XMLCite \textit{P. Lorek}, ESAIM, Probab. Stat. 23, 739--769 (2019; Zbl 1506.60075) Full Text: DOI arXiv
Du, Lihuai The local existence of strong solution for the stochastic 3D Boussinesq equations. (English) Zbl 1513.60079 Bound. Value Probl. 2019, Paper No. 42, 14 p. (2019). MSC: 60H15 35Q35 35R60 76D03 PDFBibTeX XMLCite \textit{L. Du}, Bound. Value Probl. 2019, Paper No. 42, 14 p. (2019; Zbl 1513.60079) Full Text: DOI
Christensen, Sören; Irle, Albrecht A general method for finding the optimal threshold in discrete time. (English) Zbl 1498.60159 Stochastics 91, No. 5, 728-753 (2019). MSC: 60G40 60G51 PDFBibTeX XMLCite \textit{S. Christensen} and \textit{A. Irle}, Stochastics 91, No. 5, 728--753 (2019; Zbl 1498.60159) Full Text: DOI arXiv
Wang, Zhong-zhi; Dong, Yun; Ding, Fangqing On almost sure convergence for sums of stochastic sequence. (English) Zbl 07539735 Commun. Stat., Theory Methods 48, No. 14, 3609-3621 (2019). MSC: 60F15 PDFBibTeX XMLCite \textit{Z.-z. Wang} et al., Commun. Stat., Theory Methods 48, No. 14, 3609--3621 (2019; Zbl 07539735) Full Text: DOI
Li, Ya’nan; Bai, Lihua; Guo, Junyi The optimal time to merge for two insurance companies. (Chinese. English summary) Zbl 1499.91097 Sci. Sin., Math. 49, No. 1, 89-106 (2019). MSC: 91G05 60G40 PDFBibTeX XMLCite \textit{Y. Li} et al., Sci. Sin., Math. 49, No. 1, 89--106 (2019; Zbl 1499.91097) Full Text: DOI
Cantarutti, Nicola; Guerra, João Multinomial method for option pricing under variance gamma. (English) Zbl 1481.91209 Int. J. Comput. Math. 96, No. 6, 1087-1106 (2019). MSC: 91G20 60G40 45K05 60G51 60G57 60J10 60J22 60H30 PDFBibTeX XMLCite \textit{N. Cantarutti} and \textit{J. Guerra}, Int. J. Comput. Math. 96, No. 6, 1087--1106 (2019; Zbl 1481.91209) Full Text: DOI arXiv
Allaart, Pieter; Allen, Andrew A random walk version of Robbins’ problem: small horizon. (English) Zbl 1463.60062 Math. Appl. (Warsaw) 47, No. 2, 293-312 (2019). MSC: 60G40 60G50 PDFBibTeX XMLCite \textit{P. Allaart} and \textit{A. Allen}, Math. Appl. (Warsaw) 47, No. 2, 293--312 (2019; Zbl 1463.60062) Full Text: DOI arXiv
Bottomley, Christian; Scott, J. Anthony G.; Isham, Valerie Analysing interrupted time series with a control. (English) Zbl 1445.62220 Epidemiol. Methods 8, No. 1, Article ID 20180010, 10 p. (2019). MSC: 62M10 60G40 62J05 62P10 PDFBibTeX XMLCite \textit{C. Bottomley} et al., Epidemiol. Methods 8, No. 1, Article ID 20180010, 10 p. (2019; Zbl 1445.62220) Full Text: DOI Link
Liu, Xueru; Li, Meihong; Tian, Fan; Liu, Guoxiang Two-factor Markov-modulated stochastic volatility models for option pricing. (Chinese. English summary) Zbl 1449.91154 J. Nanjing Norm. Univ., Nat. Sci. Ed. 42, No. 4, 31-38 (2019). MSC: 91G20 60J28 60G44 60G40 PDFBibTeX XMLCite \textit{X. Liu} et al., J. Nanjing Norm. Univ., Nat. Sci. Ed. 42, No. 4, 31--38 (2019; Zbl 1449.91154) Full Text: DOI
Bi, Xiuchun; Liu, Bo; Yuan, Lvning; Zhang, Shuguang The optimal thresholds of pairs trading with a stop-loss condition. (Chinese. English summary) Zbl 1449.91142 J. Syst. Sci. Math. Sci. 39, No. 7, 1117-1141 (2019). MSC: 91G15 60G40 PDFBibTeX XMLCite \textit{X. Bi} et al., J. Syst. Sci. Math. Sci. 39, No. 7, 1117--1141 (2019; Zbl 1449.91142)
Gapeev, Pavel V. Perpetual dual American barrier options for short sellers. (English) Zbl 1434.62221 Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 85-99 (2019). MSC: 62P05 60G40 60J65 91G30 PDFBibTeX XMLCite \textit{P. V. Gapeev}, Springer Proc. Math. Stat. 294, 85--99 (2019; Zbl 1434.62221) Full Text: DOI Link
Gensbittel, Fabien; Grün, Christine Zero-sum stopping games with asymmetric information. (English) Zbl 1443.91081 Math. Oper. Res. 44, No. 1, 277-302 (2019). MSC: 91A55 91A05 60J28 PDFBibTeX XMLCite \textit{F. Gensbittel} and \textit{C. Grün}, Math. Oper. Res. 44, No. 1, 277--302 (2019; Zbl 1443.91081) Full Text: DOI arXiv
Butov, Aleksandr Aleksandrovich; Kovalenko, Anatoliĭ Aleksandrovich Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death. (English) Zbl 1449.60046 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 23, No. 3, 525-540 (2019). MSC: 60F15 60G40 60G44 60J80 60J85 PDFBibTeX XMLCite \textit{A. A. Butov} and \textit{A. A. Kovalenko}, Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 23, No. 3, 525--540 (2019; Zbl 1449.60046) Full Text: DOI MNR
Jeong, Kyeonghoon; Yoo, Hyun Jae Stopping times in the game rock-paper-scissors. (English) Zbl 1436.91017 Bull. Korean Math. Soc. 56, No. 6, 1497-1510 (2019). Reviewer: Pavel Stoynov (Sofia) MSC: 91A55 60G40 60J28 91A05 PDFBibTeX XMLCite \textit{K. Jeong} and \textit{H. J. Yoo}, Bull. Korean Math. Soc. 56, No. 6, 1497--1510 (2019; Zbl 1436.91017) Full Text: DOI arXiv
Khametov, V. M.; Shelemekh, E. A. Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon. (English. Russian original) Zbl 1436.60043 Autom. Remote Control 80, No. 3, 513-530 (2019); translation from Avtom. Telemekh. 2019, No. 3, 152-172 (2019). MSC: 60G40 91G20 PDFBibTeX XMLCite \textit{V. M. Khametov} and \textit{E. A. Shelemekh}, Autom. Remote Control 80, No. 3, 513--530 (2019; Zbl 1436.60043); translation from Avtom. Telemekh. 2019, No. 3, 152--172 (2019) Full Text: DOI
Goffard, Pierre-Olivier Two-sided exit problems in the ordered risk model. (English) Zbl 1427.60067 Methodol. Comput. Appl. Probab. 21, No. 2, 539-549 (2019). MSC: 60G40 60G55 91B05 62G30 62P05 PDFBibTeX XMLCite \textit{P.-O. Goffard}, Methodol. Comput. Appl. Probab. 21, No. 2, 539--549 (2019; Zbl 1427.60067) Full Text: DOI HAL
Zervos, Mihail; Rodosthenous, Neofytos; Lon, Pui Chan; Bernhardt, Thomas Discretionary stopping of stochastic differential equations with generalised drift. (English) Zbl 1427.60071 Electron. J. Probab. 24, Paper No. 140, 39 p. (2019). MSC: 60G40 60J55 60J60 91G80 PDFBibTeX XMLCite \textit{M. Zervos} et al., Electron. J. Probab. 24, Paper No. 140, 39 p. (2019; Zbl 1427.60071) Full Text: DOI arXiv Euclid
Hamadène, S.; Martyr, R.; Moriarty, J. A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time. (English) Zbl 1471.91071 Adv. Appl. Probab. 51, No. 2, 425-442 (2019). MSC: 91A55 60G40 91A05 49N25 PDFBibTeX XMLCite \textit{S. Hamadène} et al., Adv. Appl. Probab. 51, No. 2, 425--442 (2019; Zbl 1471.91071) Full Text: DOI arXiv Link
Lin, Yi-Shen; Yao, Yi-Ching One-sided solutions for optimal stopping problems with logconcave reward functions. (English) Zbl 1427.60070 Adv. Appl. Probab. 51, No. 1, 87-115 (2019). MSC: 60G40 62L15 60J10 60J65 PDFBibTeX XMLCite \textit{Y.-S. Lin} and \textit{Y.-C. Yao}, Adv. Appl. Probab. 51, No. 1, 87--115 (2019; Zbl 1427.60070) Full Text: DOI arXiv
Islas, José A. A sharp bound for winning within a proportion of the maximum of a sequence. (English) Zbl 1439.60040 Bol. Soc. Mat. Mex., III. Ser. 25, No. 3, 737-746 (2019). MSC: 60G40 PDFBibTeX XMLCite \textit{J. A. Islas}, Bol. Soc. Mat. Mex., III. Ser. 25, No. 3, 737--746 (2019; Zbl 1439.60040) Full Text: DOI arXiv
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G. Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis. (English) Zbl 1428.62370 J. Multivariate Anal. 174, Article ID 104541, 20 p. (2019). MSC: 62L10 62L15 60G40 60J05 60J20 PDFBibTeX XMLCite \textit{S. Pergamenchtchikov} and \textit{A. G. Tartakovsky}, J. Multivariate Anal. 174, Article ID 104541, 20 p. (2019; Zbl 1428.62370) Full Text: DOI arXiv
Zaevski, Tsvetelin S. Early exercise boundary of an American put. (English) Zbl 1438.91168 C. R. Acad. Bulg. Sci. 72, No. 6, 720-726 (2019). Reviewer: Angela Slavova (Sofia) MSC: 91G20 35Q91 35R35 60G40 PDFBibTeX XMLCite \textit{T. S. Zaevski}, C. R. Acad. Bulg. Sci. 72, No. 6, 720--726 (2019; Zbl 1438.91168) Full Text: DOI
Bayraktar, Erhan; Zhang, Jingjie; Zhou, Zhou Time consistent stopping for the mean-standard deviation problem – the discrete time case. (English) Zbl 1427.91251 SIAM J. Financ. Math. 10, No. 3, 667-697 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60G40 91A55 PDFBibTeX XMLCite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 10, No. 3, 667--697 (2019; Zbl 1427.91251) Full Text: DOI arXiv Link
Kötzing, Timo; Krejca, Martin S. First-hitting times under drift. (English) Zbl 1435.68218 Theor. Comput. Sci. 796, 51-69 (2019). MSC: 68Q87 60G40 68T20 68W20 PDFBibTeX XMLCite \textit{T. Kötzing} and \textit{M. S. Krejca}, Theor. Comput. Sci. 796, 51--69 (2019; Zbl 1435.68218) Full Text: DOI arXiv
Tadić, Tvrtko Time-like graphical models. (English) Zbl 1437.62005 Memoirs of the American Mathematical Society 1262. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-3685-8/pbk; 978-1-4704-5416-6/ebook). vii, 170 p. (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62-02 62G20 62H22 35K05 60G60 60H15 60J65 62H05 05C90 60G44 62L15 PDFBibTeX XMLCite \textit{T. Tadić}, Time-like graphical models. Providence, RI: American Mathematical Society (AMS) (2019; Zbl 1437.62005) Full Text: DOI arXiv Link
Hamana, Yuji Hitting times to spheres of Brownian motions with drifts starting from the origin. (English) Zbl 1480.60248 Proc. Japan Acad., Ser. A 95, No. 4, 37-39 (2019). MSC: 60J65 60G40 33C10 PDFBibTeX XMLCite \textit{Y. Hamana}, Proc. Japan Acad., Ser. A 95, No. 4, 37--39 (2019; Zbl 1480.60248) Full Text: DOI Euclid
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg On Skorokhod embeddings and Poisson equations. (English) Zbl 1466.60083 Ann. Appl. Probab. 29, No. 4, 2302-2337 (2019). MSC: 60G40 60J76 PDFBibTeX XMLCite \textit{L. Döring} et al., Ann. Appl. Probab. 29, No. 4, 2302--2337 (2019; Zbl 1466.60083) Full Text: DOI arXiv Euclid
MacDonald, Peter W.; Liang, Kun; Janssen, Arnold Dynamic adaptive procedures that control the false discovery rate. (English) Zbl 1429.62334 Electron. J. Stat. 13, No. 2, 3009-3024 (2019). MSC: 62J15 62P10 PDFBibTeX XMLCite \textit{P. W. MacDonald} et al., Electron. J. Stat. 13, No. 2, 3009--3024 (2019; Zbl 1429.62334) Full Text: DOI arXiv Euclid
Sriram, T. N.; Samadi, S. Yaser Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model. (English) Zbl 1429.62358 Sequential Anal. 38, No. 3, 411-435 (2019). MSC: 62L12 62M10 62G20 62G35 PDFBibTeX XMLCite \textit{T. N. Sriram} and \textit{S. Y. Samadi}, Sequential Anal. 38, No. 3, 411--435 (2019; Zbl 1429.62358) Full Text: DOI
Alqawba, Mohammed; Diawara, Norou; Rao Chaganty, N. Zero-inflated count time series models using Gaussian copula. (English) Zbl 1435.62309 Sequential Anal. 38, No. 3, 342-357 (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L15 60G40 62F12 62F15 62H05 62M10 PDFBibTeX XMLCite \textit{M. Alqawba} et al., Sequential Anal. 38, No. 3, 342--357 (2019; Zbl 1435.62309) Full Text: DOI
Karouf, Monia Reflected solutions of backward doubly SDEs driven by Brownian motion and Poisson random measure. (English) Zbl 1422.60096 Discrete Contin. Dyn. Syst. 39, No. 10, 5571-5601 (2019). MSC: 60H10 60H20 60G55 60G57 34K12 60G40 PDFBibTeX XMLCite \textit{M. Karouf}, Discrete Contin. Dyn. Syst. 39, No. 10, 5571--5601 (2019; Zbl 1422.60096) Full Text: DOI
He, Xue Dong; Hu, Sang; Obłój, Jan; Zhou, Xun Yu Two explicit Skorokhod embeddings for simple symmetric random walk. (English) Zbl 1479.60081 Stochastic Processes Appl. 129, No. 9, 3431-3445 (2019). MSC: 60G40 60G50 60J55 60J65 PDFBibTeX XMLCite \textit{X. D. He} et al., Stochastic Processes Appl. 129, No. 9, 3431--3445 (2019; Zbl 1479.60081) Full Text: DOI arXiv
Long, Mingsi; Zhang, Hongzhong On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models. (English) Zbl 1479.60082 Stochastic Processes Appl. 129, No. 8, 2821-2849 (2019). MSC: 60G40 60G51 60G52 60J55 PDFBibTeX XMLCite \textit{M. Long} and \textit{H. Zhang}, Stochastic Processes Appl. 129, No. 8, 2821--2849 (2019; Zbl 1479.60082) Full Text: DOI arXiv
Denisov, Denis; Wachtelï, Vitali Alternative constructions of a harmonic function for a random walk in a cone. (English) Zbl 1467.60030 Electron. J. Probab. 24, Paper No. 92, 26 p. (2019). MSC: 60G50 60G40 60F17 PDFBibTeX XMLCite \textit{D. Denisov} and \textit{V. Wachtelï}, Electron. J. Probab. 24, Paper No. 92, 26 p. (2019; Zbl 1467.60030) Full Text: DOI arXiv Euclid
Lang, Ruitian Try before you buy: a theory of dynamic information acquisition. (English) Zbl 1422.91456 J. Econ. Theory 183, 1057-1093 (2019). MSC: 91B44 91B24 91G20 60G40 PDFBibTeX XMLCite \textit{R. Lang}, J. Econ. Theory 183, 1057--1093 (2019; Zbl 1422.91456) Full Text: DOI
Kim, Bara; Kim, Jeongsim Sooner waiting time problems in a sequence of multi-state trials with random rewards. (English) Zbl 1458.60019 Stat. Probab. Lett. 153, 171-179 (2019). MSC: 60C05 60E05 60G40 PDFBibTeX XMLCite \textit{B. Kim} and \textit{J. Kim}, Stat. Probab. Lett. 153, 171--179 (2019; Zbl 1458.60019) Full Text: DOI
Kanaujiya, Ankur; Chakrabarty, Siddhartha P. Valuation of American passport option using a three-time level scheme. (English) Zbl 1449.91190 Comput. Appl. Math. 38, No. 2, Paper No. 30, 12 p. (2019). MSC: 91G60 65M06 91G20 60G40 PDFBibTeX XMLCite \textit{A. Kanaujiya} and \textit{S. P. Chakrabarty}, Comput. Appl. Math. 38, No. 2, Paper No. 30, 12 p. (2019; Zbl 1449.91190) Full Text: DOI
Jacka, Saul D.; Norgilas, Dominykas On the compensator in the Doob-Meyer decomposition of the Snell envelope. (English) Zbl 1420.60053 SIAM J. Control Optim. 57, No. 3, 1869-1889 (2019). MSC: 60G40 60G44 60J25 60G07 93E20 PDFBibTeX XMLCite \textit{S. D. Jacka} and \textit{D. Norgilas}, SIAM J. Control Optim. 57, No. 3, 1869--1889 (2019; Zbl 1420.60053) Full Text: DOI arXiv
Golubev, G.; Safarian, M. A multiple hypothesis testing approach to detection changes in distribution. (English) Zbl 1426.62232 Math. Methods Stat. 28, No. 2, 155-167 (2019). MSC: 62L10 62L15 60G40 PDFBibTeX XMLCite \textit{G. Golubev} and \textit{M. Safarian}, Math. Methods Stat. 28, No. 2, 155--167 (2019; Zbl 1426.62232) Full Text: DOI
Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef Mean-field optimal multi-modes switching problem: a balance sheet. (English) Zbl 1418.60033 Stoch. Dyn. 19, No. 4, Article ID 1950026, 23 p. (2019). MSC: 60G40 93E20 62P20 91B70 PDFBibTeX XMLCite \textit{M. Eddahbi} et al., Stoch. Dyn. 19, No. 4, Article ID 1950026, 23 p. (2019; Zbl 1418.60033) Full Text: DOI
Efromovich, Sam On sequential spectral analysis of amplitude-modulated time series. (English) Zbl 1429.62392 Sequential Anal. 38, No. 2, 259-278 (2019). Reviewer: Rasul A. Khan (Forest Glen) MSC: 62M10 62L12 62G07 62M15 PDFBibTeX XMLCite \textit{S. Efromovich}, Sequential Anal. 38, No. 2, 259--278 (2019; Zbl 1429.62392) Full Text: DOI
Yaacoub, Tony; Goldsman, David; Mei, Yajun; Moustakides, George V. Tandem-width sequential confidence intervals for a Bernoulli proportion. (English) Zbl 1426.62237 Sequential Anal. 38, No. 2, 163-183 (2019). MSC: 62L12 60G40 62F25 PDFBibTeX XMLCite \textit{T. Yaacoub} et al., Sequential Anal. 38, No. 2, 163--183 (2019; Zbl 1426.62237) Full Text: DOI
Herrmann, S.; Zucca, C. Exact simulation of the first-passage time of diffusions. (English) Zbl 1416.65043 J. Sci. Comput. 79, No. 3, 1477-1504 (2019). MSC: 65C50 60G40 60J60 60J65 PDFBibTeX XMLCite \textit{S. Herrmann} and \textit{C. Zucca}, J. Sci. Comput. 79, No. 3, 1477--1504 (2019; Zbl 1416.65043) Full Text: DOI arXiv
Criens, David Cylindrical martingale problems associated with Lévy generators. (English) Zbl 1486.60094 J. Theor. Probab. 32, No. 3, 1306-1359 (2019); correction ibid. 33, No. 3, 1791-1800 (2020). Reviewer: Martin Ondreját (Praha) MSC: 60J25 60H15 60G48 60G40 PDFBibTeX XMLCite \textit{D. Criens}, J. Theor. Probab. 32, No. 3, 1306--1359 (2019; Zbl 1486.60094) Full Text: DOI arXiv
Peng, Xuhui; Zhang, Rangrang Splitting up method for 2D stochastic primitive equations with multiplicative noise. (English) Zbl 1447.60120 Commun. Math. Sci. 17, No. 2, 473-505 (2019). MSC: 60H15 60H30 76D06 76M35 PDFBibTeX XMLCite \textit{X. Peng} and \textit{R. Zhang}, Commun. Math. Sci. 17, No. 2, 473--505 (2019; Zbl 1447.60120) Full Text: DOI arXiv
Cox, Alexander M. G.; Kinsley, Sam M. Discretisation and duality of optimal Skorokhod embedding problems. (English) Zbl 1478.60132 Stochastic Processes Appl. 129, No. 7, 2376-2405 (2019). MSC: 60G40 60J05 60J65 49M25 90C05 PDFBibTeX XMLCite \textit{A. M. G. Cox} and \textit{S. M. Kinsley}, Stochastic Processes Appl. 129, No. 7, 2376--2405 (2019; Zbl 1478.60132) Full Text: DOI arXiv
Karatzas, Ioannis; Yan, Minghan Semimartingales on rays, Walsh diffusions, and related problems of control and stopping. (English) Zbl 1478.60165 Stochastic Processes Appl. 129, No. 6, 1921-1963 (2019). MSC: 60H05 60G17 60G40 60H30 60J60 93E20 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{M. Yan}, Stochastic Processes Appl. 129, No. 6, 1921--1963 (2019; Zbl 1478.60165) Full Text: DOI arXiv
Ghoussoub, Nassif; Kim, Young-Heon; Palmer, Aaron Zeff PDE methods for optimal Skorokhod embeddings. (English) Zbl 1416.49019 Calc. Var. Partial Differ. Equ. 58, No. 3, Paper No. 113, 31 p. (2019). MSC: 49J55 49J27 49N15 91B70 PDFBibTeX XMLCite \textit{N. Ghoussoub} et al., Calc. Var. Partial Differ. Equ. 58, No. 3, Paper No. 113, 31 p. (2019; Zbl 1416.49019) Full Text: DOI arXiv
Becker, Sebastian; Cheridito, Patrick; Jentzen, Arnulf Deep optimal stopping. (English) Zbl 1495.60029 J. Mach. Learn. Res. 20, Paper No. 74, 25 p. (2019). MSC: 60G40 60J22 60J05 62F25 68T07 PDFBibTeX XMLCite \textit{S. Becker} et al., J. Mach. Learn. Res. 20, Paper No. 74, 25 p. (2019; Zbl 1495.60029) Full Text: arXiv Link
Aksamit, Anna; Jeanblanc, Monique; Rutkowski, Marek Integral representations of martingales for progressive enlargements of filtrations. (English) Zbl 1488.60175 Stochastic Processes Appl. 129, No. 4, 1229-1258 (2019). MSC: 60H99 60G40 60G44 PDFBibTeX XMLCite \textit{A. Aksamit} et al., Stochastic Processes Appl. 129, No. 4, 1229--1258 (2019; Zbl 1488.60175) Full Text: DOI arXiv
Gür, Sercan; Pötzelberger, Klaus Sensitivity of boundary crossing probabilities of the Brownian motion. (English) Zbl 1428.60122 Monte Carlo Methods Appl. 25, No. 1, 75-83 (2019). MSC: 60J70 60G40 65C05 62F03 PDFBibTeX XMLCite \textit{S. Gür} and \textit{K. Pötzelberger}, Monte Carlo Methods Appl. 25, No. 1, 75--83 (2019; Zbl 1428.60122) Full Text: DOI Link
Peskir, Goran Continuity of the optimal stopping boundary for two-dimensional diffusions. (English) Zbl 1409.60066 Ann. Appl. Probab. 29, No. 1, 505-530 (2019). MSC: 60G40 60J60 60H30 35K20 35J25 35R35 PDFBibTeX XMLCite \textit{G. Peskir}, Ann. Appl. Probab. 29, No. 1, 505--530 (2019; Zbl 1409.60066) Full Text: DOI Euclid
Burdzy, Krzysztof; Gauthier, Carl-Erik Knudsen gas in flat tire. (English) Zbl 1409.60048 Ann. Appl. Probab. 29, No. 1, 217-263 (2019). MSC: 60F17 37D50 60G40 60G42 60G44 60J05 60J25 PDFBibTeX XMLCite \textit{K. Burdzy} and \textit{C.-E. Gauthier}, Ann. Appl. Probab. 29, No. 1, 217--263 (2019; Zbl 1409.60048) Full Text: DOI arXiv Euclid
Barrieu, Pauline (ed.) [Norberg, Ragnar] Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English) Zbl 1453.91004 Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-06 60-06 91G05 91G45 91G70 62P05 60H10 60J70 60G40 00B15 00B30 PDFBibTeX XMLCite \textit{P. Barrieu} (ed.), Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. Hackensack, NJ: World Scientific (2019; Zbl 1453.91004) Full Text: DOI
Huang, Yu-Jui; Zhou, Zhou The optimal equilibrium for time-inconsistent stopping problems – the discrete-time case. (English) Zbl 1408.49019 SIAM J. Control Optim. 57, No. 1, 590-609 (2019). MSC: 49K21 60J05 91A10 93E20 93C55 PDFBibTeX XMLCite \textit{Y.-J. Huang} and \textit{Z. Zhou}, SIAM J. Control Optim. 57, No. 1, 590--609 (2019; Zbl 1408.49019) Full Text: DOI arXiv
Shiryaev, Albert N. Stochastic disorder problems. (English) Zbl 1426.93002 Probability Theory and Stochastic Modelling 93. Cham: Springer (ISBN 978-3-030-01525-1/hbk; 978-3-030-01526-8/ebook). xix, 397 p. (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 93-02 60-02 93E03 93E10 62C10 60G40 60G22 60J65 91G99 PDFBibTeX XMLCite \textit{A. N. Shiryaev}, Stochastic disorder problems. Cham: Springer (2019; Zbl 1426.93002) Full Text: DOI
Belton, Alexander C. R. On stopping Fock-space processes. (English) Zbl 1427.81062 J. Theor. Probab. 32, No. 1, 484-526 (2019). Reviewer: Michael Skeide (Campobasso) MSC: 81S25 46L53 60G40 PDFBibTeX XMLCite \textit{A. C. R. Belton}, J. Theor. Probab. 32, No. 1, 484--526 (2019; Zbl 1427.81062) Full Text: DOI arXiv Link
Lisovskii, D. I. Bayesian sequential testing problem for a Brownian bridge. (English. Russian original) Zbl 1442.62183 Theory Probab. Appl. 63, No. 4, 556-579 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 683-712 (2018). MSC: 62L10 62L15 62F03 60G40 PDFBibTeX XMLCite \textit{D. I. Lisovskii}, Theory Probab. Appl. 63, No. 4, 556--579 (2019; Zbl 1442.62183); translation from Teor. Veroyatn. Primen. 63, No. 4, 683--712 (2018) Full Text: DOI
Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker; Nolte, Sascha Minimax theorems for American options without time-consistency. (English) Zbl 1430.91105 Finance Stoch. 23, No. 1, 209-238 (2019). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G20 60G40 90C47 60G46 60G57 60G60 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Finance Stoch. 23, No. 1, 209--238 (2019; Zbl 1430.91105) Full Text: DOI
Ren, Dan Optimal stopping for the last exit time. (English) Zbl 1440.60037 Bull. Aust. Math. Soc. 99, No. 1, 148-160 (2019). MSC: 60G40 62M20 60J65 PDFBibTeX XMLCite \textit{D. Ren}, Bull. Aust. Math. Soc. 99, No. 1, 148--160 (2019; Zbl 1440.60037) Full Text: DOI
Cui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy A general framework for time-changed Markov processes and applications. (English) Zbl 1403.91335 Eur. J. Oper. Res. 273, No. 2, 785-800 (2019). MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{Z. Cui} et al., Eur. J. Oper. Res. 273, No. 2, 785--800 (2019; Zbl 1403.91335) Full Text: DOI