S. E. Graversen

Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum

S. E. Graversen, Goran Peškir, Albert N. Shiryaev · Theory of Probability and Its Applications · 2001 · 81 citations

Engineering, Mathematics, Markov Decision Processes +11

Maximal inequalities for the Ornstein-Uhlenbeck process

S. E. Graversen, Goran Peškir · Proceedings of the American Mathematical Society · 2000 · 56 citations · Full text

Engineering, Economics, Dynamical Systems +12

Optimal stopping and maximal inequalities for geometric Brownian motion

S. E. Graversen, Goran Peškir · Journal of Applied Probability · 1998 · 43 citations

Engineering, Economics, Mathematics +13

Maximal inequalities for bessel processes

S. E. Graversen, Goran Peškir · Journal of Inequalities and Applications · 1998 · 28 citations

Natural Sciences, Mathematics, Probability Theory +8

α-self-similar Markov processes

S. E. Graversen, Juha Vuolle-Apiala · Probability Theory and Related Fields · 1986 · 28 citations · Full text