Concepedia

Stopping Time Approximation

Stopping Time Approximation is a mathematical framework within stochastic process theory that characterizes the nearly optimal prediction of a stopping time by a sequence of simpler or observable random times converging to it in a specified probabilistic sense.

70

Publications

3.1K

Citations

108

Authors

71

Institutions

Publications per year

2017–2026

2

Parents

Publications

70

Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives

John N. Tsitsiklis, Benjamin Van Roy · IEEE Transactions on Automatic Control · 1999 · 340 citations · Full text

, , +17

A sequential procedure for multihypothesis testing

C.W. Baum, Venugopal V. Veeravalli · IEEE Transactions on Information Theory · 1994 · 277 citations

, , +16

Second Order Approximations for Sequential Point and Interval Estimation

Michael Woodroofe · The Annals of Statistics · 1977 · 270 citations · Full text

, , +13

A stopping time problem on the positive integers

Riho Terras · Acta Arithmetica · 1976 · 160 citations · Full text

, , +10

Exit times of Brownian motion, harmonic majorization, and Hardy spaces

D. L. Burkholder · Advances in Mathematics · 1977 · 159 citations

, , +17

1–5 of 70

Authors

108

  1. KC
    Krishnendu Chatterjee

    Institute of Science and Technology Austria, Austria

    2 publications · 123 citations

    2

    h-index

  2. VV
    Venugopal V. Veeravalli

    University of Illinois Urbana-Champaign, United States

    2 publications · 399 citations

    2

    h-index

  3. RH
    Rouzbeh Hasheminezhad

    Sharif University of Technology, Iran

    2 publications · 123 citations

    2

    h-index

  4. DS
    David Siegmund

    Stanford University, United States

    2 publications · 27 citations

    2

    h-index

  5. HR
    Hans Rudolf Lerche

    University of Freiburg, Germany

    2 publications · 27 citations

    2

    h-index

1–5 of 108

Institutions

71

  1. Stanford University

    Stanford, United States

    3 h-index

    3 publications

    42 citations

  2. University of Freiburg

    Freiburg im Breisgau, Germany

    3 h-index

    4 publications

    83 citations

  3. Columbia University

    New York, United States

    3 h-index

    4 publications

    70 citations

  4. Aarhus University

    Aarhus, Denmark

    3 h-index

    2 publications

    39 citations

  5. Osnabrück University

    Osnabrück, Germany

    2 h-index

    3 publications

    80 citations

  6. London School of Economics and Political Science

    London, United Kingdom

    2 h-index

    3 publications

    41 citations

  7. Academia Sinica

    Taipei, Taiwan

    2 h-index

    2 publications

    26 citations

  8. Cornell University

    Ithaca, United States

    2 h-index

    2 publications

    135 citations

1–8 of 71

Venues

  1. The Annals of Applied Probability

    4 publications · 160 citations

    4

    h-index

  2. The Annals of Probability

    4 publications · 257 citations

    4

    h-index

  3. Advances in Applied Probability

    AAP · 4 publications · 53 citations

    4

    h-index

  4. Stochastic Processes and their Applications

    3 publications · 70 citations

    3

    h-index

  5. Journal of Applied Probability

    JAP · 2 publications · 41 citations

    3

    h-index

1–5