المؤلفون: Goran Peskir

المصدر: Axioms, Vol 11, Iss 7, p 319 (2022)

مصطلحات موضوعية: Newton’s first law of motion, Galileo’s law of inertia, dual meaning, merger, stochastic motion, stationary independent increments, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2075-1680/11/7/319; https://doaj.org/toc/2075-1680

URL الوصول: https://doaj.org/article/186ebd7a0bfd41798de7db5492fa2310

المؤلفون: Goran Peskir

المصدر: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications. 2006, 2006:1

المؤلفون: Goran Peskir

المصدر: Stochastic Processes and their Applications. 150:1015-1036

مصطلحات موضوعية: Statistics and Probability, Bessel process, Applied Mathematics, Weak solution, 010102 general mathematics, Context (language use), Function (mathematics), 01 natural sciences, Square (algebra), 010104 statistics & probability, symbols.namesake, Wiener process, Modeling and Simulation, symbols, 0101 mathematics, Abel equation, Bessel function, Mathematical physics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a92b342562ec249de3ea2f6a1c940b20
https://doi.org/10.1016/j.spa.2020.12.009

المؤلفون: Goran Peskir, David Roodman

المصدر: Electronic Journal of Probability. 28

مصطلحات موضوعية: Statistics and Probability, Statistics, Probability and Uncertainty

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e9b3e45602bd915425817c927c464b17
https://doi.org/10.1214/23-ejp909

المؤلفون: Jovica V. Milanovic, Goran Peskir, John Moriarty, Panagiotis N. Papadopoulos, Jhonny Gonzalez

المصدر: Gonzalez, J, Papadopoulos, P, Milanovic, J V, Peskir, G & Moriarty, J 2021, ' Risk-constrained minimisation of combined event detection and decision time for online transient stability assessment ', IEEE Transactions on Smart Grid, vol. 12, no. 5, pp. 4564-4572 . https://doi.org/10.1109/TSG.2021.3086236

مصطلحات موضوعية: QA75, Probabilistic neural network, Mathematical optimization, Electric power system, General Computer Science, Artificial neural network, Computer science, Probabilistic logic, Minification, Statistical theory, Representation (mathematics), Event (probability theory)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4dc39935347b3d02b9b5d444868d2aa9
https://doi.org/10.1109/tsg.2021.3086236

المؤلفون: P. Johnson, Jesper Pedersen, Goran Peskir, Cristina Zucca

مصطلحات موضوعية: Statistics and Probability, Sequential testing, Motion (geometry), 01 natural sciences, 010104 statistics & probability, symbols.namesake, Dimension (vector space), Wiener process, Random drift, Prior probability, Optimal stopping, Statistical physics, 0101 mathematics, Brownian motion, Mathematics, Parabolic partial differential equation, Applied Mathematics, 010102 general mathematics, Zero drift, Free-boundary problem, Terminal (electronics), Modeling and Simulation, symbols

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22fdae806e7fbfb37b4cd783633df1fa
https://hdl.handle.net/2318/1847650

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.maths.manchester.ac.uk/~goran/research-reports/psrr08-2014.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.567.4252; http://www.maths.manchester.ac.uk/~goran/research-reports/psrr08-2014.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.567.4252
http://www.maths.manchester.ac.uk/~goran/research-reports/psrr08-2014.pdf

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.maths.manchester.ac.uk/~goran/research-reports/psrr23-2010.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.566.9435; http://www.maths.manchester.ac.uk/~goran/research-reports/psrr23-2010.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.566.9435
http://www.maths.manchester.ac.uk/~goran/research-reports/psrr23-2010.pdf

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr18-2011.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.383.9123; http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr18-2011.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.383.9123
http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr18-2011.pdf

المؤلفون: Kris Glover, Hardy Hulley, Goran Peskir, K. Glover, H. Hulley, G. Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.qfrc.uts.edu.au/research/research_papers/rp295.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.652.4267; http://www.qfrc.uts.edu.au/research/research_papers/rp295.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.652.4267
http://www.qfrc.uts.edu.au/research/research_papers/rp295.pdf

المؤلفون: Goran Peskir, T. De Angelis

المصدر: Ann. Appl. Probab. 30, no. 3 (2020), 1007-1031
De Angelis, T & Peskir, G 2020, ' Global c 1 regularity of the value function in optimal stopping problems ', Annals of Applied Probability, vol. 30, no. 3, pp. 1007-1031 . https://doi.org/10.1214/19-AAP1517

مصطلحات موضوعية: Statistics and Probability, Boundary (topology), 35K10, 01 natural sciences, 010104 statistics & probability, regularity of a stochastic flow, 60J25, Bellman equation, strong Markov/Feller process, Free boundary problem, FOS: Mathematics, Applied mathematics, Optimal stopping, Boundary value problem, 0101 mathematics, Mathematics - Optimization and Control, 60G40, Mathematics, regularity of the value function, 010102 general mathematics, Probability (math.PR), smooth fit, Probabilistic logic, Primary 60G40, 60J25, 60H30. Secondary 35R35, 35J15, 35K10, free boundary problem, Flow (mathematics), Optimization and Control (math.OC), 35J15, Time derivative, Statistics, Probability and Uncertainty, Optimal stopping problem, Regularity of a boundary point, Regularity of a stochastic flow, Regularity of the value function, Smooth fit, Strong Markov/Feller process, 60H30, Mathematics - Probability, regularity of a boundary point, 35R35

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bbcd2428dec00fa1abe155d1539222c7
https://projecteuclid.org/euclid.aoap/1596009615

المؤلفون: Philip Ernst, Quan Zhou, Goran Peskir

المصدر: Ann. Appl. Probab. 30, no. 3 (2020), 1032-1065
Ernst, P & Peskir, G 2020, ' Optimal Real-Time Detection of a Drifting Brownian Coordinate ', Annals of Applied Probability, vol. 30, no. 3, pp. 1032-1065 . https://doi.org/10.1214/19-AAP1522

مصطلحات موضوعية: Statistics and Probability, 62C10, Primary 60G40, 60J65, 60H30. Secondary 35J15, 45G10, 62C10, elliptic partial differential equation, 01 natural sciences, 010104 statistics & probability, symbols.namesake, Wiener process, Spatial reference system, Position (vector), FOS: Mathematics, Free boundary problem, 60J65, Optimal stopping, 0101 mathematics, Brownian motion, 60G40, Mathematics, sequential testing, Optimal detection, the change-of-variable formula with local time on surfaces, Probability (math.PR), 010102 general mathematics, Mathematical analysis, nonmonotone boundary, smooth fit, non-monotone boundary, Exact solutions in general relativity, Elliptic partial differential equation, optimal stopping, 35J15, nonlinear Fredholm integral equation, symbols, 45G10, free-boundary problem, Statistics, Probability and Uncertainty, 60H30, Mathematics - Probability

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7588ca3d4d44782819f53d77469fc5c6
https://projecteuclid.org/euclid.aoap/1596009616

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr02-2010.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.384.23; http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr02-2010.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.384.23
http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr02-2010.pdf

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.maths.man.ac.uk/~goran/target.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.310.4944; http://www.maths.man.ac.uk/~goran/target.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.310.4944
http://www.maths.man.ac.uk/~goran/target.pdf

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.maths.man.ac.uk/~goran/legendre.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.310.4861; http://www.maths.man.ac.uk/~goran/legendre.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.310.4861
http://www.maths.man.ac.uk/~goran/legendre.pdf

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr08-2010.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.383.9048; http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr08-2010.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.383.9048
http://www.mims.manchester.ac.uk/research/probability-statistics/research-reports/psrr08-2010.pdf

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.maths.man.ac.uk/%7Egoran/median.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.233.6435; http://www.maths.man.ac.uk/%7Egoran/median.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.233.6435
http://www.maths.man.ac.uk/%7Egoran/median.pdf

المؤلفون: Jacques Du Toit, Goran Peskir, V Sup E

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://arxiv.org/pdf/0908.1014v1.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.249.7440; http://arxiv.org/pdf/0908.1014v1.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.249.7440
http://arxiv.org/pdf/0908.1014v1.pdf

المؤلفون: Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

مصطلحات موضوعية: Volterra type, Laplace transform, the Wiener-Hopf factorisation

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.584.2700

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.584.2700

المؤلفون: Violetta Bernyk, Robert C. Dalang, Goran Peskir

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://infoscience.epfl.ch/record/129948/files/bdp1.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.537.9589; http://infoscience.epfl.ch/record/129948/files/bdp1.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.537.9589
http://infoscience.epfl.ch/record/129948/files/bdp1.pdf