6 results
On first exit times and their means for Brownian bridges
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 701-722
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- September 2019
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Impulse control and expected suprema
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- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
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- 17 March 2017, pp. 238-257
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- March 2017
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Irreversible investment under Lévy uncertainty: an equation for the optimal boundary
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- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
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- 24 March 2016, pp. 298-314
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- March 2016
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On the excursions of reflected local-time processes and stochastic fluid queues
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 79-98
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- August 2011
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Analysis of stochastic fluid queues driven by local-time processes
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 1072-1103
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- December 2008
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On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
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- Journal:
- Advances in Applied Probability / Volume 20 / Issue 2 / June 1988
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- 01 July 2016, pp. 411-426
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- June 1988
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