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20182026
most citedTime Consistent Stopping For The Mean-Standard Deviation Problem --- The Discrete Time Case

3 citations · 3 across the 4 of their papers we have counts for

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math.PR2022

Walsh Spider Diffusions as Time Changed Multi-parameter Processes

Erhan Bayraktar, Jingjie Zhang, Xin Zhang

Inspired by allocation strategies in multi-armed bandit model, we propose a pathwise construction of Walsh spider diffusions. For any infinitesimal generator on a star shaped graph…