Concepedia

Hans Rudolf Lerche

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Publications

8

Citations

230

H-Index

8

Active since

1986

Affiliations

University of Freiburg(Current)

Stanford University

Hans Rudolf Lerche is an author at University of Freiburg specializing in engineering, probability theory, and brownian motion.

Top concepts

EngineeringProbabilityBrownian MotionStochastic CalculusStochastic ProcessesStatisticsLarge DeviationsCivil EngineeringStochastic ModelsStochastic Analysis

Publications per year

1986–2011

8

Publications

8

A New Look at Optimal Stopping Problems related to Mathematical Finance

Martin Beibel, Hans Rudolf Lerche · FreiDok plus (Universitätsbibliothek Freiburg) · 1997 · 88 citations

Mathematical Programming, Optimal Stopping Problems, Mathematical Economics +15

Optimal Stopping of Regular Diffusions under Random Discounting

Martin Beibel, Hans Rudolf Lerche · Theory of Probability and Its Applications · 2001 · 32 citations

Mathematical Programming, July 2006Keywordsdiffusions, Article Datahistorypublished Online +10

Optimal stopping via measure transformation: the Beibel–Lerche approach

Hans Rudolf Lerche, Mikhail Urusov · Stochastics · 2007 · 27 citations

Measure Theory, Engineering, Free Boundary Problem +9

An optimal property of the repeated significance test

Hans Rudolf Lerche · Proceedings of the National Academy of Sciences · 1986 · 21 citations · Full text

Repeated Significance Test, Engineering, Experiment Design +7

On the structure of discounted optimal stopping problems for one-dimensional diffusions

Pavel V. Gapeev, Hans Rudolf Lerche · Stochastics · 2011 · 20 citations

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