15 results on '"Stopping time"'
Search Results
2. Observing a Lévy process up to a stopping time
3. A representation theorem for generators of BSDEs with general growth generators inyand its applications
4. Default barrier intensity model for credit risk evaluation
5. Fixed-width confidence interval for two-stage response-adaptive designs in ridit analysis
6. Dynamic optimality in optimal variance stopping problems.
7. A stochastic optimal stopping model for storable commodity prices.
8. A representation theorem for generators of BSDEs with general growth generators in [formula omitted] and its applications.
9. On a Brownian motion with a hard membrane.
10. Limit theorems for the estimation of [formula omitted] integrals using the Brownian motion.
11. Default barrier intensity model for credit risk evaluation.
12. Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients.
13. Credit default prediction and parabolic potential theory.
14. Fixed-width confidence interval for two-stage response-adaptive designs in ridit analysis.
15. Limit theorems for the estimation of L1 integrals using the Brownian motion
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.