Research output per year
Research output per year
Personal profile
Opportunities
Postgraduate Opportunities
http://www.mims.manchester.ac.uk/research/probability-statistics/stochastic-calculus.htmlQualifications
Qualifications
DrScient, PhD, MSc, BSc
My group
Research Group(s)
My group
Research Groups
Biography
Goran Peskir holds a Chair in Probability at the School of Mathematics.
Goran Peskir's homepage: https://personalpages.manchester.ac.uk/staff/goran.peskir.
Research interests
Professor Peskir's research interests include Brownian motion, stochastic calculus, Markov processes, optimal stopping, optimal stochastic control, free boundary problems, financial mathematics and economics.
Publications
Research Beacons, Institutes and Platforms
- Digital Futures
Fingerprint
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Quickest Real-Time Detection of Multiple Brownian Drifts
Ernst, P. A., Mei, H. & Peskir, G., 6 Feb 2024, (Accepted/In press) In: SIAM Journal on Control and Optimization.Research output: Contribution to journal › Article › peer-review
File19 Downloads (Pure) -
Quickest Detection Problems for Ornstein–Uhlenbeck Processes
Glover, K. & Peskir, G., 7 Jul 2023, In: Mathematics of Operations Research.Research output: Contribution to journal › Article › peer-review
Open AccessFile17 Downloads (Pure) -
Sticky Feller diffusions
Peskir, G. & Roodman, D., 21 Feb 2023, In: Electronic Journal of Probability.Research output: Contribution to journal › Article › peer-review
Open Access -
Detecting the presence of a random drift in Brownian motion
Johnson, P., Pedersen, J. L., Peskir, G. & Zucca, C., 1 Aug 2022, In: Stochastic Processes and their Applications. 150, p. 1068-1090 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile14 Downloads (Pure) -
On Newton’s First Law of Motion
Peskir, G., 29 Jun 2022, In: Axioms. 11, 7, p. 319Research output: Contribution to journal › Article › peer-review
Open AccessFile467 Downloads (Pure)