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(2021)
On the forward algorithm for stopping problems on continuous-time Markov chains.
Journal of Applied Probability, vol. 58 (n° 4).
pp. 1043-1063.
Villeneuve, Stéphane
(2007)
On the Threshold Strategies ans Smooth-Fit Principle for Optimal Stopping Problems.
Journal of Applied Probability, 44 (n°1).
pp. 181-198.
Genton, Mark G. and Perrin, Olivier
(2004)
On a time deformation reducing nonstationary stochastic processes to local stationarity.
Journal of Applied Probability, 41 (1).
pp. 236-249.
Meiring, W. and Perrin, Olivier
(2003)
Nonstationarity in R^n is second-order stationarity in R²^n.
Journal of Applied Probability, 40 (3).
pp. 815-820.