86 citations to https://www.mathnet.ru/rus/tvp3941
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Philip A. Ernst, “Exercising control when confronted by a (Brownian) spider: part II”, Queueing Syst, 109:2 (2025)
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Celal Umut Yaran, Mine Çağlar, “Long Time Behavior of General Markov Additive Processes”, ALEA, 22:2 (2025), 991
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Pavel V. Gapeev, “Perpetual American Compound Fixed-Strike Lookback Options on Maxima Drawdowns”, Methodol Comput Appl Probab, 27:4 (2025)
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Jean-Paul Décamps, Fabien Gensbittel, Thomas Mariotti, “Investment Timing and Technological Breakthroughs”, Mathematics of OR, 2024
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Xian Chen, Yong Chen, Yumin Cheng, Chen Jia, “Moderate and $L^p$ Maximal Inequalities for Diffusion Processes and Conformal Martingales”, J Theor Probab, 2024
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Can Urgun, Leeat Yariv, “Contiguous Search: Exploration and Ambition on Uncharted Terrain”, Journal of Political Economy, 2024
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Pavel V. Gapeev, “Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima”, Adv. Appl. Probab., 2024, 1
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Cloud Makasu, “On the exact constants in one-sided maximal inequalities for Bessel processes”, Sequential Analysis, 42:1 (2023), 35
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Zhengqing Zhou, Guanyang Wang, Jose H. Blanchet, Peter W. Glynn, “Unbiased Optimal Stopping via the MUSE”, Stochastic Processes and their Applications, 166 (2023), 104088
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Cloud Makasu, “One-sided maximal inequalities for a randomly stopped Bessel process”, Sequential Analysis, 42:2 (2023), 182