Edit Profile (opens in new tab) Peskir, Goran Co-Author Distance Author ID: peskir.goran Published as: Peskir, Goran; Peskir, G.; Peškir, Goran; Peškir, G. more...less Homepage: http://www.maths.manchester.ac.uk/~goran/ External Links: MGP Documents Indexed: 104 Publications since 1992, including 3 Books and 1 Additional arXiv Preprint 6 Contributions as Editor Co-Authors: 37 Co-Authors with 63 Joint Publications 908 Co-Co-Authors all top 5 Co-Authors 44 single-authored 12 Graversen, Svend Erik 8 Pedersen, Jesper Lund 8 Shiryaev, Al’bert Nikolaevich 5 Weber, Michel Jean Georges 4 du Toit, Jacques 4 Samee, Farman 3 Butković, Davor 3 Ernst, Philip A. 3 Glover, Kristoffer J. 3 Kraljevic, Hrvoje 2 Bakić, Damir 2 Bernyk, Violetta 2 Dalang, Robert C. 2 De Angelis, Tiziano 2 Gapeev, Pavel V. 2 Kyprianou, Andreas E. 2 Pandžić, Pavle 1 Cox, Alexander Matthew Gordon 1 de la Rue, Thierry 1 Eisenbaum, Nathalie 1 Ekström, Erik 1 Engelbert, Hans-Jürgen 1 Ghomrasni, Raouf 1 Hulley, Hardy 1 Jacka, Saul D. 1 Ladouceur, Stephane 1 Marcus, Michael B. 1 Matache, Ana-Maria 1 Mei, Hongwei 1 Muić, Goran 1 Roodman, David 1 Rosiński, Jan 1 Schneider, Dominique 1 Shorish, Jamsheed 1 Yukich, Joseph Elliott 1 Zhou, Quan 1 Zucca, Cristina all top 5 Serials 8 The Annals of Applied Probability 7 Stochastic Processes and their Applications 6 The Annals of Probability 5 Stochastics 5 Various Publications Series. Aarhus Universitet 4 Journal of Theoretical Probability 3 Teoriya Veroyatnosteĭ i eë Primeneniya 3 Theory of Probability and its Applications 3 Mathematica Scandinavica 3 Stochastic Analysis and Applications 2 Mathematical Proceedings of the Cambridge Philosophical Society 2 Bulletin of the London Mathematical Society 2 Journal of Applied Probability 2 Proceedings of the American Mathematical Society 2 SIAM Journal on Control and Optimization 2 Applied Mathematical Finance 2 Lecture Notes Series. Aarhus University 2 Mathematics and Financial Economics 1 Journal of Mathematical Analysis and Applications 1 Russian Mathematical Surveys 1 Studia Mathematica 1 The Annals of Statistics 1 Journal of Multivariate Analysis 1 Nagoya Mathematical Journal 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 Probability Theory and Related Fields 1 Sequential Analysis 1 Journal of Integral Equations and Applications 1 Journal of Applied Mathematics and Stochastic Analysis 1 Glasnik Matematički. Serija III 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Stochastics and Stochastics Reports 1 Journal of Convex Analysis 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 1 Finance and Stochastics 1 Mathematical Finance 1 Journal of Inequalities and Applications 1 Mathematical Inequalities & Applications 1 Quantitative Finance 1 Stochastic Models 1 Oberwolfach Reports 1 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Fields 92 Probability theory and stochastic processes (60-XX) 23 Partial differential equations (35-XX) 20 Statistics (62-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Integral equations (45-XX) 11 Operator theory (47-XX) 10 Measure and integration (28-XX) 10 Functional analysis (46-XX) 6 General and overarching topics; collections (00-XX) 6 Systems theory; control (93-XX) 5 Ordinary differential equations (34-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 2 Real functions (26-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Geometry (51-XX) 1 Differential geometry (53-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 84 Publications have been cited 1,706 times in 974 Documents Cited by ▼ Year ▼ Optimal stopping and free-boundary problems. Zbl 1115.60001 Peskir, Goran; Shiryaev, Albert 467 2006 A change-of-variable formula with local time on curves. Zbl 1085.60033 Peskir, Goran 94 2005 On the American option problem. Zbl 1109.91028 Peskir, Goran 73 2005 A change-of-variable formula with local time on surfaces. Zbl 1141.60035 Peskir, Goran 49 2007 Optimal stopping of the maximum process: The maximality principle. Zbl 0935.60025 Peskir, Goran 45 1998 Sequential testing problems for Poisson processes. Zbl 1081.62546 Peskir, G.; Shiryaev, A. N. 42 2000 Selling a stock at the ultimate maximum. Zbl 1201.60037 Du Toit, Jacques; Peskir, Goran 41 2009 Solving the Poisson disorder problem. Zbl 1009.60033 Peskir, Goran; Shiryaev, Albert N. 41 2002 Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120 Engelbert, Hans-Jürgen; Peskir, Goran 40 2014 Optimal mean-variance portfolio selection. Zbl 1390.91285 Pedersen, Jesper Lund; Peskir, Goran 36 2017 Optimal stopping games for Markov processes. Zbl 1163.91011 Ekström, Erik; Peskir, Goran 35 2008 The law of the supremum of a stable Lévy process with no negative jumps. Zbl 1185.60051 Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran 35 2008 The trap of complacency in predicting the maximum. Zbl 1120.60044 du Toit, J.; Peskir, G. 33 2007 On integral equations arising in the first-passage problem for Brownian motion. Zbl 1044.60076 Peskir, Goran 31 2002 Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Zbl 0982.60082 Graversen, S. E.; Peskir, G.; Shiryaev, A. N. 29 2000 The Wiener disorder problem with finite horizon. Zbl 1105.60027 Gapeev, P. V.; Peskir, G. 29 2006 The Russian option: finite horizon. Zbl 1092.91029 Peskir, Goran 28 2005 The Wiener sequential testing problem with finite horizon. Zbl 1054.62087 Gapeev, P. V.; Peskir, G. 27 2004 Maximal inequalities for the Ornstein-Uhlenbeck process. Zbl 0954.60062 Graversen, S. E.; Peskir, G. 26 2000 Quickest detection problems for Bessel processes. Zbl 1370.60135 Johnson, Peter; Peskir, Goran 26 2017 Optimal mean-variance selling strategies. Zbl 1334.60066 Pedersen, J. L.; Peskir, G. 24 2016 Global \(C^1\) regularity of the value function in optimal stopping problems. Zbl 1472.60073 de Angelis, Tiziano; Peskir, Goran 24 2020 Optimal stopping games and Nash equilibrium. Zbl 1209.91052 Peskir, G. 20 2009 Optimal stopping and maximal inequalities for geometric Brownian motion. Zbl 0929.60027 Graversen, S. E.; Peskir, G. 20 1998 On the fundamental solution of the Kolmogorov-Shiryaev equation. Zbl 1101.60042 Peskir, Goran 18 2006 Continuity of the optimal stopping boundary for two-dimensional diffusions. Zbl 1409.60066 Peskir, Goran 18 2019 Predicting the ultimate supremum of a stable Lévy process with no negative jumps. Zbl 1235.60036 Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran 16 2011 Embedding laws in diffusions by functions of time. Zbl 1335.60150 Cox, A. M. G.; Peskir, G. 16 2015 Quickest detection of a hidden target and extremal surfaces. Zbl 1338.60115 Peskir, Goran 16 2014 Maximal inequalities for Bessel processes. Zbl 0903.60074 Graversen, S. E.; Peškir, G. 15 1998 Optimal detection of a hidden target: the median rule. Zbl 1253.60055 Peskir, Goran 15 2012 The Khintchine inequalities and martingale expanding sphere of their action. Zbl 0860.60018 Peškir, Goran; Shiryaev, A. N. 14 1995 On reflecting Brownian motion with drift. Zbl 1196.93074 Peskir, Goran 14 2006 Three-dimensional Brownian motion and the golden ratio rule. Zbl 1408.60032 Glover, Kristoffer; Hulley, Hardy; Peskir, Goran 14 2013 Predicting the time of the ultimate maximum for Brownian motion with drift. Zbl 1149.60311 du Toit, Jacques; Peskir, Goran 13 2008 Local time-space calculus and extensions of Itô’s formula. Zbl 1051.60060 Ghomrasni, R.; Peskir, G. 12 2003 The Azéma-Yor embedding in non-singular diffusions. Zbl 1059.60058 Pedersen, J. L.; Peskir, G. 12 2001 Sequential testing problems for Bessel processes. Zbl 1406.60061 Johnson, Peter; Peskir, Goran 12 2018 Limit at zero of the Brownian first-passage density. Zbl 1004.60081 Peskir, Goran 12 2002 The law of the hitting times to points by a stable Lévy process with no negative jumps. Zbl 1193.60066 Peskir, Goran 11 2008 The British put option. Zbl 1239.91166 Peskir, Goran; Samee, Farman 10 2011 Principle of smooth fit and diffusions with angles. Zbl 1110.60041 Peskir, Goran 9 2007 Bounding the maximal height of a diffusion by the time elapsed. Zbl 0999.60076 Peskir, Goran 9 2001 Predicting the last zero of Brownian motion with drift. Zbl 1145.60025 du Toit, J.; Peskir, G.; Shiryaev, A. N. 8 2008 Designing options given the risk: The optimal Skorokhod-embedding problem. Zbl 0965.60044 Peskir, Goran 8 1999 A probabilistic solution to the Stroock-Williams equation. Zbl 1320.60127 Peskir, Goran 8 2014 A duality principle for the Legendre transform. Zbl 1252.49008 Peskir, Goran 7 2012 The British call option. Zbl 1280.91175 Peskir, Goran; Samee, Farman 7 2013 Constrained dynamic optimality and binomial terminal wealth. Zbl 1384.60088 Pedersen, J. L.; Peskir, G. 6 2018 Solving nonlinear optimal stopping problems by the method of time-change. Zbl 0968.60039 Pedersen, J. L.; Peskir, G. 6 2000 Optimal real-time detection of a drifting Brownian coordinate. Zbl 1476.60078 Ernst, P. A.; Peskir, Goran; Zhou, Q. 6 2020 On the exponential Orlicz norms of stopped Brownian motion. Zbl 0849.60039 Peškir, Goran 5 1996 From uniform laws of large numbers to uniform ergodic theorems. Zbl 0992.37004 Peskir, Goran 5 2000 On the central limit theorem for aperiodic dynamical systems and application. Zbl 0938.37007 De la Rue, T.; Ladouceur, S.; Peskir, G.; Weber, M. 4 1997 On the Russian option: The expected waiting time. Zbl 0924.60012 Graversen, S. E.; Peškir, G. 4 1997 On Wald-type optimal stopping for Brownian motion. Zbl 0876.60023 Graversen, S. E.; Peškir, G. 4 1997 Randomly weighted series of contractions in Hilbert spaces. Zbl 0881.40002 Peškir, G.; Schneider, D.; Weber, M. 4 1996 On nonlinear integral equations arising in problems of optimal stopping. Zbl 1031.60030 Pedersen, J. L.; Peskir, G. 4 2002 Detecting changes in real-time data: a user’s guide to optimal detection. Zbl 1407.62063 Johnson, P.; Moriarty, J.; Peskir, G. 4 2017 The uniform mean-square ergodic theorem for wide sense stationary processes. Zbl 0916.60039 Peškir, Goran 3 1998 Best constants in Kahane-Khintchine inequalities for complex Steinhaus functions. Zbl 0841.41024 Peškir, Goran 3 1995 The British Russian option. Zbl 1229.91308 Glover, K.; Peskir, G.; Samee, F. 3 2011 Best constants in Kahane-Khintchine inequalities in Orlicz spaces. Zbl 0773.41026 Peškir, Goran 3 1993 Uniform ergodic theorems for dynamical systems under VC entropy conditions. Zbl 0828.28006 Peškir, Goran; Yukich, Joseph E. 3 1994 Optimal prediction of resistance and support levels. Zbl 1396.60041 De Angelis, T.; Peskir, G. 3 2016 Necessary and sufficient conditions for the uniform law of large numbers in the stationary case. Zbl 0823.60024 Peškir, Goran; Weber, Michel 2 1994 Maximum process problems in optimal control theory. Zbl 1075.93047 Peskir, Goran 2 2005 On Doob’s maximal inequality for Brownian motion. Zbl 0913.60011 Graversen, S. E.; Peškir, G. 2 1997 Principles of optimal stopping and free-boundary problems. Zbl 0994.60045 Peskir, Goran 2 2002 A note on the call-put parity and a call-put duality. Zbl 1003.91028 Peskir, G.; Shiryaev, A. N. 2 2001 Market forces and dynamic asset pricing. Zbl 1039.91018 Peskir, G.; Shorish, J. 2 2002 Detecting the presence of a random drift in Brownian motion. Zbl 1494.60044 Johnson, P.; Pedersen, J. L.; Peskir, G.; Zucca, C. 2 2022 The British Asian option. Zbl 1319.91148 Glover, Kristoffer; Peskir, Goran; Samee, Farman 2 2010 Optimal stopping in the \(L\log L\)-inequality of Hardy and Littlewood. Zbl 0949.60057 Graversen, S. E.; Peškir, G. 1 1998 On the Brownian first-passage time over a one-sided stochastic boundary. Zbl 0924.60069 Peškir, G.; Shiryaev, A. N. 1 1997 The continuity principle in exponential type Orlicz spaces. Zbl 0820.46022 Graversen, S. E.; Peškir, Goran; Weber, Michel 1 1995 Uniform convergence of reversed martingales. Zbl 0820.60030 Peškir, Goran 1 1995 The Azéma-Yor embedding in Brownian motion with drift. Zbl 0967.60046 Peskir, Goran 1 2000 Consistency of statistical models described by families of reversed submartingales. Zbl 0985.60028 Peškir, Goran 1 1998 Extremal problems in the maximal inequalities of Khintchine. Zbl 0899.60013 Graversen, S. E.; Peškir, G. 1 1998 Optimal stopping and maximal inequalities for linear diffusions. Zbl 0905.60058 Graversen, S. E.; Peškir, G. 1 1998 Maximal inequalities of Kahane-Khintchine’s type in Orlicz spaces. Zbl 0809.60005 Peškir, Goran 1 1994 Sticky Bessel diffusions. Zbl 1491.60143 Peskir, Goran 1 2022 Quickest real-time detection of a Brownian coordinate drift. Zbl 1499.60129 Ernst, Philip A.; Peskir, Goran 1 2022 Detecting the presence of a random drift in Brownian motion. Zbl 1494.60044 Johnson, P.; Pedersen, J. L.; Peskir, G.; Zucca, C. 2 2022 Sticky Bessel diffusions. Zbl 1491.60143 Peskir, Goran 1 2022 Quickest real-time detection of a Brownian coordinate drift. Zbl 1499.60129 Ernst, Philip A.; Peskir, Goran 1 2022 Global \(C^1\) regularity of the value function in optimal stopping problems. Zbl 1472.60073 de Angelis, Tiziano; Peskir, Goran 24 2020 Optimal real-time detection of a drifting Brownian coordinate. Zbl 1476.60078 Ernst, P. A.; Peskir, Goran; Zhou, Q. 6 2020 Continuity of the optimal stopping boundary for two-dimensional diffusions. Zbl 1409.60066 Peskir, Goran 18 2019 Sequential testing problems for Bessel processes. Zbl 1406.60061 Johnson, Peter; Peskir, Goran 12 2018 Constrained dynamic optimality and binomial terminal wealth. Zbl 1384.60088 Pedersen, J. L.; Peskir, G. 6 2018 Optimal mean-variance portfolio selection. Zbl 1390.91285 Pedersen, Jesper Lund; Peskir, Goran 36 2017 Quickest detection problems for Bessel processes. Zbl 1370.60135 Johnson, Peter; Peskir, Goran 26 2017 Detecting changes in real-time data: a user’s guide to optimal detection. Zbl 1407.62063 Johnson, P.; Moriarty, J.; Peskir, G. 4 2017 Optimal mean-variance selling strategies. Zbl 1334.60066 Pedersen, J. L.; Peskir, G. 24 2016 Optimal prediction of resistance and support levels. Zbl 1396.60041 De Angelis, T.; Peskir, G. 3 2016 Embedding laws in diffusions by functions of time. Zbl 1335.60150 Cox, A. M. G.; Peskir, G. 16 2015 Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120 Engelbert, Hans-Jürgen; Peskir, Goran 40 2014 Quickest detection of a hidden target and extremal surfaces. Zbl 1338.60115 Peskir, Goran 16 2014 A probabilistic solution to the Stroock-Williams equation. Zbl 1320.60127 Peskir, Goran 8 2014 Three-dimensional Brownian motion and the golden ratio rule. Zbl 1408.60032 Glover, Kristoffer; Hulley, Hardy; Peskir, Goran 14 2013 The British call option. Zbl 1280.91175 Peskir, Goran; Samee, Farman 7 2013 Optimal detection of a hidden target: the median rule. Zbl 1253.60055 Peskir, Goran 15 2012 A duality principle for the Legendre transform. Zbl 1252.49008 Peskir, Goran 7 2012 Predicting the ultimate supremum of a stable Lévy process with no negative jumps. Zbl 1235.60036 Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran 16 2011 The British put option. Zbl 1239.91166 Peskir, Goran; Samee, Farman 10 2011 The British Russian option. Zbl 1229.91308 Glover, K.; Peskir, G.; Samee, F. 3 2011 The British Asian option. Zbl 1319.91148 Glover, Kristoffer; Peskir, Goran; Samee, Farman 2 2010 Selling a stock at the ultimate maximum. Zbl 1201.60037 Du Toit, Jacques; Peskir, Goran 41 2009 Optimal stopping games and Nash equilibrium. Zbl 1209.91052 Peskir, G. 20 2009 Optimal stopping games for Markov processes. Zbl 1163.91011 Ekström, Erik; Peskir, Goran 35 2008 The law of the supremum of a stable Lévy process with no negative jumps. Zbl 1185.60051 Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran 35 2008 Predicting the time of the ultimate maximum for Brownian motion with drift. Zbl 1149.60311 du Toit, Jacques; Peskir, Goran 13 2008 The law of the hitting times to points by a stable Lévy process with no negative jumps. Zbl 1193.60066 Peskir, Goran 11 2008 Predicting the last zero of Brownian motion with drift. Zbl 1145.60025 du Toit, J.; Peskir, G.; Shiryaev, A. N. 8 2008 A change-of-variable formula with local time on surfaces. Zbl 1141.60035 Peskir, Goran 49 2007 The trap of complacency in predicting the maximum. Zbl 1120.60044 du Toit, J.; Peskir, G. 33 2007 Principle of smooth fit and diffusions with angles. Zbl 1110.60041 Peskir, Goran 9 2007 Optimal stopping and free-boundary problems. Zbl 1115.60001 Peskir, Goran; Shiryaev, Albert 467 2006 The Wiener disorder problem with finite horizon. Zbl 1105.60027 Gapeev, P. V.; Peskir, G. 29 2006 On the fundamental solution of the Kolmogorov-Shiryaev equation. Zbl 1101.60042 Peskir, Goran 18 2006 On reflecting Brownian motion with drift. Zbl 1196.93074 Peskir, Goran 14 2006 A change-of-variable formula with local time on curves. Zbl 1085.60033 Peskir, Goran 94 2005 On the American option problem. Zbl 1109.91028 Peskir, Goran 73 2005 The Russian option: finite horizon. Zbl 1092.91029 Peskir, Goran 28 2005 Maximum process problems in optimal control theory. Zbl 1075.93047 Peskir, Goran 2 2005 The Wiener sequential testing problem with finite horizon. Zbl 1054.62087 Gapeev, P. V.; Peskir, G. 27 2004 Local time-space calculus and extensions of Itô’s formula. Zbl 1051.60060 Ghomrasni, R.; Peskir, G. 12 2003 Solving the Poisson disorder problem. Zbl 1009.60033 Peskir, Goran; Shiryaev, Albert N. 41 2002 On integral equations arising in the first-passage problem for Brownian motion. Zbl 1044.60076 Peskir, Goran 31 2002 Limit at zero of the Brownian first-passage density. Zbl 1004.60081 Peskir, Goran 12 2002 On nonlinear integral equations arising in problems of optimal stopping. Zbl 1031.60030 Pedersen, J. L.; Peskir, G. 4 2002 Principles of optimal stopping and free-boundary problems. Zbl 0994.60045 Peskir, Goran 2 2002 Market forces and dynamic asset pricing. Zbl 1039.91018 Peskir, G.; Shorish, J. 2 2002 The Azéma-Yor embedding in non-singular diffusions. Zbl 1059.60058 Pedersen, J. L.; Peskir, G. 12 2001 Bounding the maximal height of a diffusion by the time elapsed. Zbl 0999.60076 Peskir, Goran 9 2001 A note on the call-put parity and a call-put duality. Zbl 1003.91028 Peskir, G.; Shiryaev, A. N. 2 2001 Sequential testing problems for Poisson processes. Zbl 1081.62546 Peskir, G.; Shiryaev, A. N. 42 2000 Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Zbl 0982.60082 Graversen, S. E.; Peskir, G.; Shiryaev, A. N. 29 2000 Maximal inequalities for the Ornstein-Uhlenbeck process. Zbl 0954.60062 Graversen, S. E.; Peskir, G. 26 2000 Solving nonlinear optimal stopping problems by the method of time-change. Zbl 0968.60039 Pedersen, J. L.; Peskir, G. 6 2000 From uniform laws of large numbers to uniform ergodic theorems. Zbl 0992.37004 Peskir, Goran 5 2000 The Azéma-Yor embedding in Brownian motion with drift. Zbl 0967.60046 Peskir, Goran 1 2000 Designing options given the risk: The optimal Skorokhod-embedding problem. Zbl 0965.60044 Peskir, Goran 8 1999 Optimal stopping of the maximum process: The maximality principle. Zbl 0935.60025 Peskir, Goran 45 1998 Optimal stopping and maximal inequalities for geometric Brownian motion. Zbl 0929.60027 Graversen, S. E.; Peskir, G. 20 1998 Maximal inequalities for Bessel processes. Zbl 0903.60074 Graversen, S. E.; Peškir, G. 15 1998 The uniform mean-square ergodic theorem for wide sense stationary processes. Zbl 0916.60039 Peškir, Goran 3 1998 Optimal stopping in the \(L\log L\)-inequality of Hardy and Littlewood. Zbl 0949.60057 Graversen, S. E.; Peškir, G. 1 1998 Consistency of statistical models described by families of reversed submartingales. Zbl 0985.60028 Peškir, Goran 1 1998 Extremal problems in the maximal inequalities of Khintchine. Zbl 0899.60013 Graversen, S. E.; Peškir, G. 1 1998 Optimal stopping and maximal inequalities for linear diffusions. Zbl 0905.60058 Graversen, S. E.; Peškir, G. 1 1998 On the central limit theorem for aperiodic dynamical systems and application. Zbl 0938.37007 De la Rue, T.; Ladouceur, S.; Peskir, G.; Weber, M. 4 1997 On the Russian option: The expected waiting time. Zbl 0924.60012 Graversen, S. E.; Peškir, G. 4 1997 On Wald-type optimal stopping for Brownian motion. Zbl 0876.60023 Graversen, S. E.; Peškir, G. 4 1997 On Doob’s maximal inequality for Brownian motion. Zbl 0913.60011 Graversen, S. E.; Peškir, G. 2 1997 On the Brownian first-passage time over a one-sided stochastic boundary. Zbl 0924.60069 Peškir, G.; Shiryaev, A. N. 1 1997 On the exponential Orlicz norms of stopped Brownian motion. Zbl 0849.60039 Peškir, Goran 5 1996 Randomly weighted series of contractions in Hilbert spaces. Zbl 0881.40002 Peškir, G.; Schneider, D.; Weber, M. 4 1996 The Khintchine inequalities and martingale expanding sphere of their action. Zbl 0860.60018 Peškir, Goran; Shiryaev, A. N. 14 1995 Best constants in Kahane-Khintchine inequalities for complex Steinhaus functions. Zbl 0841.41024 Peškir, Goran 3 1995 The continuity principle in exponential type Orlicz spaces. Zbl 0820.46022 Graversen, S. E.; Peškir, Goran; Weber, Michel 1 1995 Uniform convergence of reversed martingales. Zbl 0820.60030 Peškir, Goran 1 1995 Uniform ergodic theorems for dynamical systems under VC entropy conditions. Zbl 0828.28006 Peškir, Goran; Yukich, Joseph E. 3 1994 Necessary and sufficient conditions for the uniform law of large numbers in the stationary case. Zbl 0823.60024 Peškir, Goran; Weber, Michel 2 1994 Maximal inequalities of Kahane-Khintchine’s type in Orlicz spaces. Zbl 0809.60005 Peškir, Goran 1 1994 Best constants in Kahane-Khintchine inequalities in Orlicz spaces. Zbl 0773.41026 Peškir, Goran 3 1993 all cited Publications top 5 cited Publications all top 5 Cited by 1,141 Authors 37 Peskir, Goran 31 Gapeev, Pavel V. 28 De Angelis, Tiziano 21 Ekström, Erik 19 Ferrari, Giorgio 18 Jeon, Junkee 16 Yan, Litan 15 Bayraktar, Erhan 14 Shiryaev, Al’bert Nikolaevich 13 Buonaguidi, Bruno 12 Christensen, Soren 11 Sezer, Semih Onur 10 Cox, Alexander Matthew Gordon 10 Dayanik, Savas 10 Kyprianou, Andreas E. 10 Yamazaki, Kazutoshi 9 Kitapbayev, Yerkin 9 Lempa, Jukka 9 Osękowski, Adam 9 Park, Kyunghyun 9 Patie, Pierre 9 Thijssen, Jacco J. J. 8 Ankirchner, Stefan 8 Glover, Kristoffer J. 8 Hobson, David Graham 8 Kruse, Thomas 8 Makasu, Cloud 8 Pedersen, Jesper Lund 8 Rodosthenous, Neofytos 8 Urusov, Mikhail A. 8 Zhitlukhin, Mikhail V. 7 Palmowski, Zbigniew 7 Salminen, Paavo H. 7 Stettner, Łukasz 7 Touzi, Nizar 6 Avram, Florin 6 Dolinsky, Yan 6 Irle, Albrecht 6 Koo, Hyeng Keun 6 Palczewski, Jan 6 Pistorius, Martijn R. 6 Strack, Philipp 6 Van Schaik, Kees 6 Xing, Jie 5 Arkin, Vadim I. 5 Baurdoux, Erik Jan 5 Dalang, Robert C. 5 Jeanblanc, Monique 5 Lindensjö, Kristoffer 5 Liu, Yue 5 Mordecki, Ernesto 5 Moriarty, John 5 Muravlev, Alexey A. 5 Nunes, Cláudia 5 Shin, Yong Hyun 5 Simon, Thomas 5 Vaicenavicius, Juozas 5 Zervos, Mihail 4 Astashkin, Sergeĭ Vladimir 4 Brown, Marlo 4 Cai, Cheng 4 Chen, Xinfu 4 Dang, Duy Minh 4 Ernst, Philip A. 4 Federico, Salvatore 4 Fischer, Simon 4 Forsyth, Peter A. 4 Guerra, Manuel 4 Henderson, Vicky 4 Ivanov, Roman V. 4 Jelito, Damian 4 Karatzas, Ioannis 4 Leung, Tim 4 Lindberg, Carl 4 Ludkovski, Michael 4 Ma, Jingtang 4 Martyr, Randall 4 Mijatović, Aleksandar 4 Muliere, Pietro 4 Polunchenko, Aleksey S. 4 Sacerdote, Laura 4 Samee, Farman 4 Saunders, David Claude 4 Stoev, Yavor I. 4 Van Staden, Pieter M. 4 Vigna, Elena 4 Yam, Sheung Chi Phillip 4 Yoshioka, Hidekazu 4 Zipkin, Paul Herbert 4 Zucca, Cristina 3 Alili, Larbi 3 Anagnostopoulos, Christos-Nikolaos 3 Armerin, Fredrik 3 Beiglböck, Mathias 3 Belak, Christoph 3 Chadam, John M. 3 Crocce, Fabián 3 de la Peña, Victor H. 3 Detemple, Jerome B. 3 Dias, José Carlos ...and 1,041 more Authors all top 5 Cited in 202 Serials 71 Stochastic Processes and their Applications 55 The Annals of Applied Probability 38 Stochastics 36 Statistics & Probability Letters 34 Sequential Analysis 29 SIAM Journal on Control and Optimization 27 Advances in Applied Probability 27 Journal of Applied Probability 21 Applied Mathematics and Optimization 21 Mathematical Finance 20 Finance and Stochastics 20 International Journal of Theoretical and Applied Finance 19 Journal of Mathematical Analysis and Applications 17 European Journal of Operational Research 16 Mathematics of Operations Research 15 Electronic Journal of Probability 15 Mathematical Methods of Operations Research 14 The Annals of Probability 14 Quantitative Finance 13 SIAM Journal on Financial Mathematics 12 Methodology and Computing in Applied Probability 12 Mathematics and Financial Economics 10 Journal of Economic Theory 10 Insurance Mathematics & Economics 10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 Bernoulli 9 Journal of Computational and Applied Mathematics 9 Journal of Theoretical Probability 9 Annals of Operations Research 9 Applied Mathematical Finance 8 Theory of Probability and its Applications 8 Stochastic Analysis and Applications 8 Journal of Economic Dynamics & Control 7 Applied Mathematics and Computation 6 Journal of Functional Analysis 6 Electronic Communications in Probability 6 Stochastics and Dynamics 5 Operations Research 5 Proceedings of the American Mathematical Society 5 Acta Applicandae Mathematicae 5 Probability Theory and Related Fields 5 Automation and Remote Control 5 Potential Analysis 5 Journal of Inequalities and Applications 5 Scandinavian Actuarial Journal 5 Journal of Industrial and Management Optimization 5 Proceedings of the Steklov Institute of Mathematics 4 Computers & Mathematics with Applications 4 Moscow University Mathematics Bulletin 4 Russian Mathematical Surveys 4 Transactions of the American Mathematical Society 4 Operations Research Letters 4 Statistical Papers 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Stochastic Models 4 Annals of Finance 3 Israel Journal of Mathematics 3 Journal of Statistical Physics 3 Bulletin of the Korean Mathematical Society 3 Communications in Statistics. Theory and Methods 3 Journal of Mathematical Sciences (New York) 3 Discrete and Continuous Dynamical Systems. Series B 3 Decisions in Economics and Finance 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Optimization Letters 3 Journal of Physics A: Mathematical and Theoretical 2 Journal of Mathematical Physics 2 Metrika 2 Chaos, Solitons and Fractals 2 Annals of the Institute of Statistical Mathematics 2 The Annals of Statistics 2 Automatica 2 Information Sciences 2 Journal of Econometrics 2 Journal of Mathematical Economics 2 Journal of Optimization Theory and Applications 2 Journal of Statistical Planning and Inference 2 Theoretical Computer Science 2 European Journal of Applied Mathematics 2 Games and Economic Behavior 2 International Journal of Computer Mathematics 2 Journal of Statistical Computation and Simulation 2 Theory of Probability and Mathematical Statistics 2 Economic Theory 2 Mathematical Problems in Engineering 2 Doklady Mathematics 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Probability in the Engineering and Informational Sciences 2 The ANZIAM Journal 2 Journal of Machine Learning Research (JMLR) 2 Review of Derivatives Research 2 REVSTAT 2 Nonlinear Analysis. Hybrid Systems 2 Science China. Mathematics 2 International Journal of Stochastic Analysis 2 Theoretical Economics 2 Statistics and Computing 2 Mathematical Control and Related Fields ...and 102 more Serials all top 5 Cited in 37 Fields 779 Probability theory and stochastic processes (60-XX) 442 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 168 Statistics (62-XX) 123 Systems theory; control (93-XX) 101 Partial differential equations (35-XX) 71 Operations research, mathematical programming (90-XX) 69 Calculus of variations and optimal control; optimization (49-XX) 57 Numerical analysis (65-XX) 29 Integral equations (45-XX) 21 Ordinary differential equations (34-XX) 16 Dynamical systems and ergodic theory (37-XX) 16 Computer science (68-XX) 16 Statistical mechanics, structure of matter (82-XX) 12 Special functions (33-XX) 12 Operator theory (47-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 10 Functional analysis (46-XX) 9 Measure and integration (28-XX) 9 Biology and other natural sciences (92-XX) 8 Real functions (26-XX) 6 Information and communication theory, circuits (94-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Functions of a complex variable (30-XX) 4 Approximations and expansions (41-XX) 3 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 Number theory (11-XX) 2 Potential theory (31-XX) 2 Integral transforms, operational calculus (44-XX) 2 Convex and discrete geometry (52-XX) 2 Fluid mechanics (76-XX) 1 History and biography (01-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Difference and functional equations (39-XX) 1 General topology (54-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year