Peskir, Goran

1. Global C¹ Regularity of the Value Function in Optimal Stopping\n Problems
   2018/12/11 by Tiziano De Angelis, Goran Peškir, De Angelis, Tiziano +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #35J15 #35K10 #60H30. Secondary 35R35 #60J25 #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Primary 60G40 #Probability (math.PR) #Stochastic processes and financial applications
2. Quickest Real-Time Detection of Multiple Brownian Drifts
   2023/05/09 by Philip Ernst, Hongwei Mei, Ernst, Philip A. +3 · 3 citations
   Economics, Econometrics and Finance · #60G40 #60H30 #60J65 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
3. Optimal real-time detection of a drifting Brownian coordinate
   2018/12/18 by Ernst, Philip, Peskir, Goran, Zhou, Quan · 1 citation
   #45G10 #60H30. Secondary 35J15 #60J65 #62C10 #FOS: Mathematics #Primary 60G40 #Probability (math.PR)
4. The Gapeev-Shiryaev Conjecture
   2024/05/02 by Ernst, Philip A., Peskir, Goran · 2 citations
   #35K65 #60H20. Secondary: 35H10 #60J60 #62C10 #FOS: Mathematics #Primary: 60G40 #Probability (math.PR) #Statistics Theory (math.ST)