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Original
Articles by
Goran Peskir
The Gapeev-Shiryaev Conjecture
2 May 2024 by
Philip Ernst
and
Goran Peskir
Probability
,
Statistics Theory
Quickest Real-Time Detection of Multiple Brownian Drifts
9 May 2023 by
Philip Ernst
and
others
Probability
Quickest Real-Time Detection of a Brownian Coordinate Drift
28 July 2020 by
Philip Ernst
and
Goran Peskir
Probability
Global
$C^1$
Regularity of the Value Function in Optimal Stopping Problems
15 April 2020 by
Tiziano Angelis
and
Goran Peskir
Probability
,
Optimization and Control
Optimal real-time detection of a drifting Brownian coordinate
18 December 2018 by
Philip Ernst
and
others
Probability
Quickest detection of a hidden target and extremal surfaces
5 September 2014 by
Goran Peskir
Probability
A probabilistic solution to the Stroock-Williams equation
3 September 2014 by
Goran Peskir
Probability
Three-dimensional Brownian motion and the golden ratio rule
12 March 2013 by
Kristoffer Glover
and
others
Probability
Embedding Laws in Diffusions by Functions of Time
17 January 2013 by
A. M. G. Cox
and
G. Peskir
Probability
Predicting the ultimate supremum of a stable Lévy process with no negative jumps
9 February 2012 by
Violetta Bernyk
and
others
Probability
Selling a stock at the ultimate maximum
7 August 2009 by
Jacques Toit
and
Goran Peskir
Portfolio Management
,
Probability
Predicting the Last Zero of Brownian Motion with Drift
20 December 2007 by
J. Toit
and
others
Probability
The Law of the Supremum of a Stable Lévy Process with No Negative Jumps
16 November 2007 by
Violetta Bernyk
and
others
Probability
The trap of complacency in predicting the maximum
27 March 2007 by
J. Toit
and
G. Peskir
Probability