The Library
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Number of items: 14.
Jacka, Saul D.. (2012) A simple proof of Kramkov's result on uniform supermartingale decompositions. Stochastics, Vol.84 (No.5-6). pp. 599-602. ISSN 1744-2508
Jacka, Saul D., Warren, Jon and Windridge, Peter. (2011) Minimizing the time to a decision. Annals of Applied Probability, Vol.21 (No.5). pp. 1795-1826. ISSN 1050-5164
Jacka, Saul D., Warren, Jon and Windridge, Peter (2011) Minimising the time to a decision. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2011).
Jacka, Saul, Peskir, Goran and Salminen, Paavo. (2011) Optimal stopping with applications: an editorial introduction. Stochastics An International Journal of Probability and Stochastic Processes, Vol. 83 (No. 4-6). pp. 311-313. ISSN 1744-2508
Jacka, Saul D. (2011) A simple proof of Kramkov's result on uniform supermartingale decompositions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2011).
Jacka, Saul D.. (2009) Markov chains conditioned never to wait too long at the origin. Journal of Applied Probability, Vol.46 (No.3). pp. 812-826. ISSN 0021-9002
Jacka, Saul D., Berkaoui, Abdelkarem and Warren, Jon. (2008) No arbitrage and closure results for trading cones with transaction costs. Finance and Stochastics, Vol.12 (No.4). pp. 583-600. ISSN 0949-2984
Connor, Stephen B. and Jacka, Saul D.. (2008) Optimal co-adapted coupling for the symmetric random walk on the hypercube. Journal of Applied Probability, Vol.45 (No.3). pp. 703-713. ISSN 0021-9002
Jacka, Saul D. and Sheehan, Marcus. (2008) The noisy veto-voter model: a recursive distributional equation on [0, 1]. Journal of Applied Probability, Vol.45 (No.3). pp. 670-688. ISSN 0021-9002
Jacka, Saul D. and Warren, Jon. (2007) Random orderings of the integers and card shuffling. Stochastic Processes and their Applications, Vol.117 (No.6). pp. 708-719. ISSN 0304-4149
Jacka, Saul D. and Berkaoui, Abdelkarem. (2007) On the density of properly maximal claims in financial markets with transaction costs. Annals of Applied Probability, Vol.17 (No.2). pp. 716-740. ISSN 1050-5164
Jacka, Saul D. and Berkaoui, Abdelkarem (2007) On representing claims for coherent risk measures. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2007).
Jacka, Saul D., Lazic, Zorana and Warren, Jon (2005) Conditioning an additive functional of a markov chain to stay non-negative. I, Survival for a long time. Advances in Applied Probability, Vol.37 (No.4). pp. 1015-1034. ISSN 0001-8678
Jacka, Saul D., Lazic, Zorana and Warren, Jon (2005) Conditioning an additive functional of a markov chain to stay nonnegative. II, Hitting a high level. Advances in Applied Probability, Vol.37 (No.4). pp. 1035-1055. ISSN 0001-8678
This list was generated on Wed Jun 19 07:03:17 2013 BST.

