6 results
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes
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- Journal of Applied Probability , First View
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- 07 October 2024, pp. 1-27
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Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 30 August 2022, pp. 85-105
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- March 2023
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Discounted optimal stopping problems in first-passage time models with random thresholds
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 27 June 2022, pp. 714-733
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- September 2022
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Approximations of boundary crossing probabilities for a Brownian motion
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- Journal of Applied Probability / Volume 36 / Issue 4 / December 1999
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- 14 July 2016, pp. 1019-1030
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- December 1999
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Optimal reserves growth under a Wiener process
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- Journal of Applied Probability / Volume 12 / Issue 3 / September 1975
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- 14 July 2016, pp. 457-465
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- September 1975
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A finite dam with exponential release
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- Journal of Applied Probability / Volume 11 / Issue 1 / March 1974
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- 14 July 2016, pp. 122-133
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- March 1974
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