Goran Peskir

Identifiers

• name variant Goran Peskir 0.60 · backfill

Papers (7)

1. Optimal real-time detection of a drifting Brownian coordinate math.PR · 2018 · author #2
2. Quickest detection of a hidden target and extremal surfaces math.PR · 2014 · author #1
3. A probabilistic solution to the Stroock-Williams equation math.PR · 2013 · author #1
4. Three-dimensional Brownian motion and the golden ratio rule math.PR · 2013 · author #3
5. Predicting the ultimate supremum of a stable L\'{e}vy process with no negative jumps math.PR · 2010 · author #3
6. Selling a stock at the ultimate maximum q-fin.PM · 2009 · author #2
7. The law of the supremum of a stable L\'{e}vy process with no negative jumps math.PR · 2007 · author #3

Mentions

• 1409.1745 #1 · backfill · confidence 0.70 Goran Peskir
• 1307.0046 #1 · backfill · confidence 0.70 Goran Peskir
• 1303.2891 #3 · backfill · confidence 0.70 Goran Peskir
• 1004.2133 #3 · backfill · confidence 0.70 Goran Peskir
• 0908.1014 #2 · backfill · confidence 0.70 Goran Peskir
• 0706.1503 #3 · backfill · confidence 0.70 Goran Peskir

Frequent Coauthors

• Robert C. Dalang 2 shared papers
• Violetta Bernyk 2 shared papers
• Hardy Hulley 1 shared papers
• Jacques du Toit 1 shared papers
• Kristoffer Glover 1 shared papers
• Philip Ernst 1 shared papers
• Quan Zhou 1 shared papers