Optimal Stopping

 
 
  Optimal multiple stopping with sum-payoff, Coauthor: A. Faller, ТВП 57 (2) (2012), 384–395 (Teor. Veroyatnost. i Primenen. 57 (2) (2012), 384–395) (pdf).
DOI: 10.4213/tvp4455, Mi tvp4455
  Approximative solutions of best choice problems, Coauthor: A. Faller, Electronic Journal of Propability 17 (54) (2012), 1-22. (pdf)
  On approximative solutions of multistopping problems, Coauthor: A. Faller, Annals Appl. Probability 21 (2011), 1965-1993. (pdf)
  On approximative solutions of optimal stopping problems, Coauthor: A. Faller, Advances Appl. Probab. 43 (2011), 1086-1108. (pdf)
  Optimal stopping of integral functionals and a "no-loss" free boundary formulation, Coauthors: D. Belomestny and M. Urusov, Preprint (2007). (pdf) Theory Probab. Appl. 54 (2010), 14-28, DOI 10.1137/S0040585X97983961.
  On a class of optimal stopping problems for diffusions with discontinuous coefficients, Coauthor: M. Urusov, Ann. Appl. Probability 18 (2008), 847-878. (pdf)
  Optimal stopping and cluster point processes, Coauthor: R. Kühne, Statistics & Decisions 21 (2003), 261-282. (pdf)  
Oldenbourg Wissenschaftsverlag, München (http://statistics-international.de
  On the optimal stopping values induced by general dependence structures, Coauthor: A. Müller, J. Appl. Probab. 38 (2001), 672-684. (ps)  
  Approximate optimal stopping of dependent sequences, Coauthor: R. Kühne, Preprint 34 (2000), Theory of Probability and Its Applications 48(3) (2003), 465-480. (ps)  
  On a best choice problem for discounted sequences, Coauthor: R. Kühne, Theory Probab. Appl. 45 (2000), 673-677. (ps)
  Optimal stopping with discount and observation costs, Coauthor: R. Kühne, Journ. Appl. Probab. 37 (2000), 64-72. (ps)
  On optimal two-stopping problems, Coauthor: R. Kühne, In: Limit Theorems in Probability and Statistics II. Eds.: Berkes, et al. (1999), 261-271. (ps
  Approximation of optimal stopping problems, Coauthor: R. Kühne, Stochastic Processes Appl. 90 (2000), 301-325. (ps
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