Lempa, Jukka; Mordecki, Ernesto; Salminen, Paavo Diffusion spiders: Green kernel, excessive functions and optimal stopping. (English) Zbl 07785661 Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J60 60J35 60J65 60G40 PDFBibTeX XMLCite \textit{J. Lempa} et al., Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024; Zbl 07785661) Full Text: DOI arXiv
Crocce, Fabián; Mordecki, Ernesto An algorithm to solve optimal stopping problems for one-dimensional diffusions. (English) Zbl 1502.60054 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1353-1375 (2022). MSC: 60G40 60J40 PDFBibTeX XMLCite \textit{F. Crocce} and \textit{E. Mordecki}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1353--1375 (2022; Zbl 1502.60054) Full Text: arXiv Link
Zhang, Haoyan; Tian, Yingxu Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing. (English) Zbl 1496.60099 Methodol. Comput. Appl. Probab. 24, No. 2, 1237-1251 (2022). MSC: 60J60 60J65 60G40 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{Y. Tian}, Methodol. Comput. Appl. Probab. 24, No. 2, 1237--1251 (2022; Zbl 1496.60099) Full Text: DOI
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura First passage time density of an Ornstein-Uhlenbeck process with broken drift. (English) Zbl 1491.60137 Stoch. Models 38, No. 2, 308-329 (2022). MSC: 60J60 60G40 PDFBibTeX XMLCite \textit{S. Ankirchner} et al., Stoch. Models 38, No. 2, 308--329 (2022; Zbl 1491.60137) Full Text: DOI
Alvarez E., Luis H. R.; Christensen, Sören A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty. (English) Zbl 1480.60232 Adv. Appl. Probab. 53, No. 2, 400-424 (2021). MSC: 60J60 60G40 62L15 91G80 PDFBibTeX XMLCite \textit{L. H. R. Alvarez E.} and \textit{S. Christensen}, Adv. Appl. Probab. 53, No. 2, 400--424 (2021; Zbl 1480.60232) Full Text: DOI arXiv
Salminen, Paavo; Stenlund, David On occupation times of one-dimensional diffusions. (English) Zbl 1483.60115 J. Theor. Probab. 34, No. 2, 975-1011 (2021). MSC: 60J60 60J55 05A10 60J65 PDFBibTeX XMLCite \textit{P. Salminen} and \textit{D. Stenlund}, J. Theor. Probab. 34, No. 2, 975--1011 (2021; Zbl 1483.60115) Full Text: DOI arXiv
Mordecki, Ernesto; Salminen, Paavo Optimal stopping of oscillating Brownian motion. (English) Zbl 1422.60134 Electron. Commun. Probab. 24, Paper No. 50, 12 p. (2019). MSC: 60J60 60J65 62L15 PDFBibTeX XMLCite \textit{E. Mordecki} and \textit{P. Salminen}, Electron. Commun. Probab. 24, Paper No. 50, 12 p. (2019; Zbl 1422.60134) Full Text: DOI arXiv Euclid