Erik J. Baurdoux

Identifiers

• name variant Erik J. Baurdoux 0.60 · backfill

Papers (5)

1. Predicting the last zero of a spectrally negative L\'evy process math.PR · 2018 · author #1
2. Optimal double stopping of a Brownian bridge math.OC · 2014 · author #1
3. Optimality of doubly reflected Levy processes in singular control math.OC · 2014 · author #1
4. A direct method for solving optimal stopping problems for L\'evy processes math.PR · 2013 · author #1
5. Further calculations for the McKean stochastic game for a spectrally negative Levy process: from a point to an interval math.PR · 2009 · author #1

Mentions

• 1409.2226 #1 · backfill · confidence 0.70 Erik J. Baurdoux
• 1408.0847 #1 · backfill · confidence 0.70 Erik J. Baurdoux
• 1303.3465 #1 · backfill · confidence 0.70 Erik J. Baurdoux
• 0910.4621 #1 · backfill · confidence 0.70 Erik J. Baurdoux

Frequent Coauthors

• Kazutoshi Yamazaki 2 shared papers
• Budhi A. Surya 1 shared papers
• J.M. Pedraza 1 shared papers
• Kees van Schaik 1 shared papers
• Nan Chen 1 shared papers