Goran Peskir
Manchester University
H-index: 34
North America-United States
Top articles of Goran Peskir
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Sticky feller diffusions | Electronic Journal of Probability | Goran Peskir David Roodman | 2023 |
Quickest Detection Problems for Ornstein–Uhlenbeck Processes | Mathematics of Operations Research | Kristoffer Glover Goran Peskir | 2023/7/7 |
Quickest Real-Time Detection of Multiple Brownian Drifts | arXiv preprint arXiv:2305.05721 | Philip A Ernst Hongwei Mei Goran Peskir | 2023/5/9 |
Quickest real-time detection of a Brownian coordinate drift | The Annals of Applied Probability | Philip A Ernst Goran Peskir | 2022/8 |
Sticky Bessel diffusions | Stochastic Processes and their Applications | Goran Peskir | 2022/8/1 |
Detecting the presence of a random drift in Brownian motion | Stochastic Processes and their Applications | P Johnson JL Pedersen G Peskir C Zucca | 2022/8/1 |
On Newton’s First Law of Motion | Axioms | Goran Peskir | 2022/6/29 |
Weak solutions in the sense of Schwartz to Dynkin’s characteristic operator equation | Goran Peskir | 2022 | |
Risk-constrained minimization of combined event detection and decision time for online transient stability assessment | IEEE Transactions on Smart Grid | Jhonny Gonzalez Panagiotis N Papadopoulos Jovica V Milanović Goran Peskir John Moriarty | 2021/6/3 |
Optimal real-time detection of a drifting Brownian coordinate | The Annals of Applied Probability | PA Ernst Goran Peskir Quan Zhou | 2020/6/1 |
Global regularity of the value function in optimal stopping problems | Tiziano De Angelis Goran Peskir | 2020/6/1 |