Aarhus University logo
Find
Dansk
For students
For PhDs
For employees
Local study portal
Mathematics, mathematics-economy and statistics
Local PhD portal
Mathematics
Pages for all PhD students
phd.au.dk
Local staff information
Department of Mathematics - Staff portal
Pages for staff members at AU
medarbejdere.au.dk/en/
Department of
Mathematics
About
History
Management
Key figures
Strategy
Organigram
Organisation and Management
Faculty and Staff
Vacancies
Research
The Mathematics Group
The Stochastics Group
The Science Studies Group
Publications
PhD presentations
Education
Bachelor
Master's Degree for international students
PhD programme
Elective subject(s)
Continuing education
Student guidance/Career guidance
Cooperation
Visitor services
WoMAn
Library
Continuing education
Contact
Faculty and Staff
Building Services
Sitemap
Research
The Mathematics Group
The Stochastics Group
The Science Studies Group
Publications
Department publication series
PhD dissertations
Archive
Research within pure Mathematics
Resaearch within Probability Theory and Statistics
Research in Finance and Operations Research
CSGB Research Reports
Thiele Research Reports
Statistiske Interna 1968 - 2003
Lecture Notes Series
Various Publications Series
Memoirs
Publications via PURE
PhD presentations
Solving non-linear optimal stopping problems by the method of time-change
by J. L. Pedersen and G. Peskir
Research Reports
Number
390
( 1997)
Format available:
Not available online
Stochastic Anal. Appl.
Vol.
18
, No. 5 (2000) 811-835
Revised 08.03.2023
-
Lars Madsen
