S. Christensen

activity

20102026

most citedOn time-inconsistent stopping problems and mixed strategy stopping times

48 citations · 207 across the 31 of their papers we have counts for

collaborators

Showing 2023 · math.PRShow all

2 papers · 2 filters

math.PR2023★ 1 cited

Markovian randomized equilibria for general Markovian Dynkin games in discrete time

Sören Christensen, Kristoffer Lindensjö, Berenice Anne Neumann

We study a general formulation of the classical two-player Dynkin game in a discrete time Markovian setting. We identify an appropriate class of mixed strategies -- \textit{Markovi…

math.PR2023

Uniqueness of First Passage Time Distributions via Fredholm Integral Equations

Sören Christensen, Simon Fischer, Oskar Hallmann

Let $W$ be a standard Brownian motion with $W_{0} = 0$ and let $b : R_{+} \to R$ be a continuous function with $b (0) > 0$ . The first passage time (from below) is then…