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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

Optimal stopping, Appell polynomials, and Wiener–Hopf factorization

Paavo Salminen Department of Mathematics, Åbo Akademi University, Fänriksgatan 3B, FIN-20500, Åbo, FinlandCorrespondence[email protected]
Pages 611-622 | Received 04 Dec 2009, Accepted 04 Jan 2011, Published online: 10 Mar 2011

Citations (21)

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Read on this site (6)

Sören Christensen & Albrecht Irle. (2019) A general method for finding the optimal threshold in discrete time. Stochastics 91:5, pages 728-753.
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Sören Christensen. (2017) An effective method for the explicit solution of sequential problems on the real line. Sequential Analysis 36:1, pages 2-18.
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Mumtaz Riyasat, Subuhi Khan & Tabinda Nahid. (2017) q-difference equations for the composite 2D q-Appell polynomials and their applications. Cogent Mathematics 4:1.
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Claude Lefèvre & Philippe Picard. (2016) Polynomials, random walks and risk processes: a multivariate framework. Stochastics 88:8, pages 1147-1172.
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L. Aceto, H.R. Malonek & G. Tomaz. (2015) A unified matrix approach to the representation of Appell polynomials. Integral Transforms and Special Functions 26:6, pages 426-441.
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Claude Lefèvre & Philippe Picard. (2014) Appell pseudopolynomials and Erlang-type risk models. Stochastics 86:4, pages 676-695.
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Articles from other publishers (15)

Antonino De Martino, Kamal Diki & Ali Guzmán Adán. (2023) The Fueter-Sce Mapping and the Clifford–Appell Polynomials. Proceedings of the Edinburgh Mathematical Society, pages 1-47.
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Daniel Alpay, Kamal Diki & Irene Sabadini. (2022) Fock and Hardy spaces: Clifford Appell case. Mathematische Nachrichten 295:5, pages 834-860.
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Mahvish Ali & Subuhi Khan. (2018) Extended Forms of Certain Hybrid Special Polynomials Related to Appell Sequences. Bulletin of the Malaysian Mathematical Sciences Society 42:5, pages 2879-2896.
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Lidia Aceto, Helmut Robert Malonek & Graça Tomaz. (2017) Matrix approach to hypercomplex Appell polynomials. Applied Numerical Mathematics 116, pages 2-9.
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Sören Christensen & Paavo Salminen. (2017) Impulse control and expected suprema. Advances in Applied Probability 49:1, pages 238-257.
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Subuhi Khan, Nusrat Raza & Mahvish Ali. (2017) Finding mixed families of special polynomials associated with Appell sequences. Journal of Mathematical Analysis and Applications 447:1, pages 398-418.
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Giorgio Ferrari & Paavo Salminen. (2016) Irreversible investment under Lévy uncertainty: an equation for the optimal boundary. Advances in Applied Probability 48:1, pages 298-314.
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Ernesto Mordecki & Yuliya Mishura. (2016) Optimal Stopping for Lévy Processes with One-Sided Solutions. SIAM Journal on Control and Optimization 54:5, pages 2553-2567.
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Claude Lefèvre & Philippe Picard. (2015) RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS. Probability in the Engineering and Informational Sciences 29:3, pages 399-420.
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Bao Quoc Ta. (2015) Averaging problems of running processes associated with Brownian motion and applications. International Journal of Mathematics 26:03, pages 1550028.
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Bao Quoc Ta. (2015) Probabilistic approach to Appell polynomials. Expositiones Mathematicae 33:3, pages 269-294.
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Masahiko Egami & Kazutoshi Yamazaki. (2016) On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models. Advances in Applied Probability 46:1, pages 139-167.
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Sören Christensen, Paavo Salminen & Bao Quoc Ta. (2013) Optimal stopping of strong Markov processes. Stochastic Processes and their Applications 123:3, pages 1138-1159.
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Dilip Madan & Marc Yor. (2012) Moments of Wiener integrals for subordinators. Electronic Communications in Probability 17:none.
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Giorgio Ferrari & Paavo Salminen. (2014) Irreversible Investment under LLvy Uncertainty: An Equation for the Optimal Boundary. SSRN Electronic Journal.
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