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Publications by L. A. Shepp

Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

Theory of Probability and its Applications

English

The FKG Inequality and Some Monotonicity Properties of Partial Orders

SIAM Journal on Algebraic Discrete Methods

English

Related publications

Maximal Moment Inequalities for Stochastic Processes

Proceedings of the American Mathematical Society

Applied Mathematics

English

Optimal Stopping for Processes With Independent Increments, and Applications

Journal of Applied Probability

English

Optimal Stopping for Processes With Independent Increments, and Applications

Journal of Applied Probability

English

Optimal Starting - Stopping Problems for Markov-Feller Processes

Stochastics and Stochastic Reports

English

Optimal Starting-Stopping Problems for Markov-Feller Processes

English

On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes

Journal of Applied Probability

English

On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes

Journal of Applied Probability

English

Optimal Stopping-Related Inequalities for Iid Random Variables When the Future Is Discounted

Journal of Multivariate Analysis

Numerical Analysis

English

A Free Boundary Problem Connected With the Optimal Stopping Problem for Diffusion Processes

Transactions of the American Mathematical Society

Applied Mathematics

English