Pieter C. Allaart

Extreme values of some continuous nowhere differentiable functions

We consider the functions

How large are the level sets of the Takagi function

T_n(x)

AN INVARIANT-SUM CHARACTERIZATION OF BENFORD'S LAW

defined as the

A Sharp Ratio Inequality for Optimal Stopping When Only Record Times are Observed

n

Prophet inequalities for i.i.d. random variables with random arrival times.

th partial derivative of Lebesgues singular function

Correction and strengthening of “How large are the level sets of the Takagi function?”

L_a(x)

Prophet regions for independent (0,1)-valued random variables with random discounting

with respect to

Moments of the Mean of Dubins–Freedman Random Probability Distributions

a

Optimal stopping rules for American and Russian options in a correlated random walk model

at

Prophet regions for discounted, uniformly bounded random variables

a=\frac{1}{2}