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Publications by S. Utev

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

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A Central Limit Theorem for Stochastic Processes With Independent Increments

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Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

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Optimal Starting - Stopping Problems for Markov-Feller Processes

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Optimal Starting-Stopping Problems for Markov-Feller Processes

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On the Distribution of the Supremum Functional for Processes With Stationary Independent Increments

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

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

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

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