E-LIB Suche - Ergebnisse für: Ekström, Erik

1

A detection problem with a monotone observation rate:

Ekström, Erik ; Milazzo, Alessandro
Stochastic Processes and their Applications. 172 (2024) - p. 104337 , 2024

2

The Maximality Principle in Singular Control with Absorptio..:

De Angelis, Tiziano ; Ekström, Erik ; Olofsson, Marcus
SIAM Journal on Control and Optimization. 62 (2024) 1 - p. 91-117 , 2024

Link: https://doi.org/10.1137/..

3

Stopping problems with an unknown state:

Ekström, Erik ; Wang, Yuqiong
Journal of Applied Probability. 61 (2023) 2 - p. 515-528 , 2023

Link: https://doi.org/10.1017/..

4

De Finetti's Control Problem with Competition:

Ekström, Erik ; Lindensjö, Kristoffer
Applied Mathematics & Optimization. 87 (2023) 2 - p. , 2023

Link: https://doi.org/10.1007/..

5

The de Finetti Problem with Uncertain Competition:

Ekström, Erik ; Milazzo, Alessandro ; Olofsson, Marcus
SIAM Journal on Control and Optimization. 61 (2023) 5 - p. 2997-3017 , 2023

Link: https://doi.org/10.1137/..

6

Monotonicity of implied volatility for perpetual put option:

Ekström, Erik ; Mellquist, Ebba
Journal of Applied Probability. 61 (2023) 1 - p. 301-310 , 2023

Link: https://doi.org/10.1017/..

7

Microstructure control and property switching in stress-fre..:

Ekström, Erik ; Hurand, Simon ; le Febvrier, Arnaud...
Materials & Design. 229 (2023) - p. 111864 , 2023

Link: https://doi.org/10.1016/..

8

Engineering thermoelectric and mechanical properties by nan..:

Xin, Binbin ; Ekström, Erik ; Shih, Yueh-Ting...
Nanoscale Advances. 4 (2022) 16 - p. 3353-3361 , 2022

Link: https://doi.org/10.1039/..

9

Epitaxial Growth of CaMnO3–y Films on LaAlO3(112¯0) by Puls..:

Ekström, Erik ; Elsukova, Anna ; Grasland, Justine...
physica status solidi (RRL) – Rapid Research Letters. 16 (2022) 4 - p. , 2022

Link: https://doi.org/10.1002/..

10

Bayesian sequential least-squares estimation for the drift ..:

Ekström, Erik ; Karatzas, Ioannis ; Vaicenavicius, Juozas
Stochastic Processes and their Applications. 145 (2022) - p. 335-352 , 2022

Link: https://doi.org/10.1016/..

11

Disorder detection with costly observations:

Bayraktar, Erhan ; Ekström, Erik ; Guo, Jia
Journal of Applied Probability. 59 (2022) 2 - p. 338-349 , 2022

Link: https://doi.org/10.1017/..

12

How to Detect a Salami Slicer: A Stochastic Controller-and-..:

Ekström, Erik ; Lindensjö, Kristoffer ; Olofsson, Marcus
SIAM Journal on Control and Optimization. 60 (2022) 1 - p. 545-574 , 2022

Link: https://doi.org/10.1137/..

13

Bayesian Sequential Composite Hypothesis Testing in Discret..:

Ekström, Erik ; Wang, Yuqiong
ESAIM: Probability and Statistics. 26 (2022) - p. 265-282 , 2022

Link: https://doi.org/10.1051/..

14

Multi-dimensional sequential testing and detection:

Ekström, Erik ; Wang, Yuqiong
Stochastics. 94 (2021) 5 - p. 789-806 , 2021

Link: https://doi.org/10.1080/..

15

Playing with ghosts in a Dynkin game:

De Angelis, Tiziano ; Ekström, Erik
Stochastic Processes and their Applications. 130 (2020) 10 - p. 6133-6156 , 2020

Link: https://doi.org/10.1016/..