15 citations
- Institut Camille JordanFR79 papers
- Lyon 1 UniversitéFR9 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- Institutul de Cercetari ElectrotehniceRO3 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR2 papers
- Psychiatric Medicine AssociatesUS2 papers
- Bausch Health (Germany)DE1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Computer Algorithms for MedicineAT1 paper
- Danish Ministry of DefenceDK1 paper
- Edo State University UzairueNG1 paper
- IIT@MITUS1 paper
Showing 2009 · math.PRShow all
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math.PR2009
Optimal double stopping time
Magdalena Kobylanski, Marie-Claire Quenez, Elisabeth Rouy-Mironescu
We consider the optimal double stopping time problem defined for each stopping time by $v(S)=\esssup\{E[ψ(τ_1, τ_2) | \F_S], τ_1, τ_2 \geq S \}$. Following the optimal one stop…
math.PR2009
A functional approach for random walks in random sceneries
Clément Dombry, Nadine Guillotin-Plantard
A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, funct…