Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor

ORCID: 0000-0003-2308-5548

Publication year:
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11 - 13 out of 13Page size: 10
  1. 2005
  2. Published

    Representations of first hitting time density of an Ornstein-Uhlenbeck Process

    Alili, L., Patie, P. & Pedersen, Jesper Lund, 2005, In: Stochastic Models. 21, 4, p. 967-980

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. 2003
  4. Published

    Optimal prediction of the ultimate maximum of Brownian motion

    Pedersen, Jesper Lund, 2003, In: Stochastics: An International Journal of Probability and Stochastic Processes . 75, 4, p. 205-219

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. 2002
  6. Published

    The minimum maximum of a continuous martingale with given initial and terminal laws

    Hobson, D. G. & Pedersen, Jesper Lund, 2002, In: Annals of Probability. 30, 2, p. 978-999

    Research output: Contribution to journal › Journal article › Research › peer-review

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