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A note on exponentially bounded stopping times of certain one-sample sequential rank order tests
Published 1985-01-01“…A simple proof of the exponential boundedness of the stopping time of the one-sample sequential probability ratio tests (SPRT's) is obtained.…”
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Strategic Timing in Financial Markets: Real Options Analysis of American Options
Published 2024-12-01Subjects: Get full text
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Modeling Drivers’ Stopping Behaviors during Yellow Intervals at Intersections considering Group Heterogeneity
Published 2020-01-01“…As the main index of stopping behavior, stopping time is typically described by Accelerated Failure Time (AFT) model. …”
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Sequential risk-efficient estimation of the parameter in the uniform density
Published 2000-01-01“…We give explicit expressions for the distribution of the stopping time and derive its expectation and variance. …”
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Experimental and Simulation Analysis for the Impact of a Two-Link Chain with Granular Matter
Published 2015-01-01“…The results revealed that the final displacement increases with initial velocity, while the stopping time decreases. The sensitivity to the initial velocity was studied and an improvement to the resistance force formulated as a result. …”
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Analytical and Experimental Analysis of a Free Link in Contact with a Granular Medium
Published 2013-01-01“…The stopping time of the end decreases as the initial velocity increases. …”
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Mild Solutions of Neutral Semilinear Stochastic Functional Dynamic Systems with Local Non-Lipschitz Coefficients
Published 2013-01-01“…In this paper, we study the existence and uniqueness of mild solutions to neutral semilinear stochastic functional dynamic systems under local non-Lipschitz conditions on the coefficients by means of the stopping time technique. We especially generalize and improve the results that appeared in Govinadan (2005), Bao and Hou (2010), and Jiang and Shen (2011).…”
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Studies on a Double Poisson-Geometric Insurance Risk Model with Interference
Published 2013-01-01“…By martingale and stopping time approach, we obtain adjustment coefficient equation, the Lundberg inequality, and the formula for the ruin probability. …”
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Asymptotic Law of the jth Records in the Bivariate Exponential Case
Published 2014-01-01“…The main result of of the paper is to prove the asymptotic independence of Rk(j)k⩾1 and Sk(j)k⩾1 using the property of stopping time of the jth record times and that of the exponential distribution.…”
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The Dynamic Spread of the Forward CDS with General Random Loss
Published 2014-01-01“…Let G={Gt;t≥0} be the progressive enlargement of F by (τ~,L); that is, G is the smallest filtration including F such that τ~ is a G-stopping time and L is Gτ~-measurable. We mainly consider the forward CDS with loss in the framework of stochastic interest rates whose term structures are modeled by the Heath-Jarrow-Morton approach with jumps under the general conditional density hypothesis. …”
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Optimal Selling Strategies under Regime-Switching Market Environment with Finite Expiry
Published 2021-01-01“…This paper addresses an optimal stock liquidation problem over a finite-time horizon; to that end, we model it as an optimal stopping problem in a regime-switching market. The optimal stopping time is written as a solution to a system of Volterra type integral equations. …”
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An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing
Published 2021-01-01“…Our work is aimed at modeling the American option price by combining the dynamic programming and the optimal stopping time under two asset price models. In doing so, we attempt to control the theoretical error and illustrate the asymptotic characteristics of each model; thus, using a numerical illustration of the convergence of the option price to an equilibrium price, we can notice its behavior when the number of paths tends to be a large number; therefore, we construct a simple estimator on each slice of the number of paths according to an upper and lower bound to control our error. …”
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Transportation Infrastructure Project Financing; Highways Capital Structure Design Techniques
Published 2021-01-01“…This easily implemented method is based on a two-stage procedure: I) identification of optimal stopping time for convertible securities, and II) capital structure optimization by a conventional model. …”
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Streaming Torque with Turbulent Diffusion
Published 2025-01-01“…The dependence of ST on dust diffusion may provide better constraints on the turbulence strength and the stopping time τ . We derive the dispersion relation for all the wave modes in the two-fluid system. …”
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Evaluation of municipal waste collection performance using operational data
Published 2024-01-01“…The operational efficiency indicators, including the deadhead rate, waste collected per distance unit, stopping time rate, and costs, are estimated to evaluate the effectiveness of municipal solid waste collection services.FINDINGS: The results indicate that solid waste collection efficiency of 1.67 tons/kilometers is low for high-density population areas. …”
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On complete convergence of the sum of a random number of a stable type P random elements
Published 1995-01-01“…No assumptions are placed on the joint distributions of the stopping times {Tn}.…”
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Subgeometric Ergodicity under Random-Time State-Dependent Drift Conditions
Published 2014-01-01“…In a nutshell, in this study we take a look at f-ergodic general Markov chains, subgeometrically ergodic at rate r, when the random-time Foster-Lyapunov drift conditions on a set of stopping times are satisfied.…”
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Analysis and Dynamic Prediction of Bus Dwell Time Under Rainfall Conditions
Published 2025-02-01“…Exploring the degree to which bus stop times are affected by rainfall is necessary for a reasonable formulation of bus-scheduling management schemes under rainy conditions. …”
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Complying with Farm Labor Regulations: Correctly Counting Compensable Hours
Published 2014-02-01“…The most prevalent and serious violations occur when agricultural employers do not correctly record the daily start and stop times for seasonal and migrant farm workers and so underreport the number of “compensable” hours for each worker. …”
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Complying with Farm Labor Regulations: Correctly Counting Compensable Hours
Published 2014-02-01“…The most prevalent and serious violations occur when agricultural employers do not correctly record the daily start and stop times for seasonal and migrant farm workers and so underreport the number of “compensable” hours for each worker. …”
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