Goran Peškir

4.0k total citations
93 papers, 1.4k citations indexed

About

Goran Peškir is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Goran Peškir has authored 93 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 61 papers in Finance, 29 papers in Mathematical Physics and 18 papers in Management Science and Operations Research. Recurrent topics in Goran Peškir's work include Stochastic processes and financial applications (58 papers), Stochastic processes and statistical mechanics (18 papers) and Economic theories and models (11 papers). Goran Peškir is often cited by papers focused on Stochastic processes and financial applications (58 papers), Stochastic processes and statistical mechanics (18 papers) and Economic theories and models (11 papers). Goran Peškir collaborates with scholars based in Denmark, United Kingdom and Croatia. Goran Peškir's co-authors include Albert N. Shiryaev, Jacques du Toit, Jesper Lund Pedersen, Peter Johnson, H. J. Engelbert, Erik Ekström, Pavel V. Gapeev, John Moriarty, Альберт Николаевич Ширяев and Alexander M. G. Cox and has published in prestigious journals such as IEEE Transactions on Smart Grid, The Annals of Statistics and Journal of Mathematical Analysis and Applications.

In The Last Decade

Goran Peškir

91 papers receiving 1.3k citations

Peers

Goran Peškir

FINAN

EE

MSOR

MP

SP

A. N. Borodin Russia

Erhan Bayraktar United States

Paavo Salminen Finland

Patrick Cheridito Switzerland

Huyên Pham France

Sidney I. Resnick United States

Ernst Eberlein Germany

Florin Avram France

Sergei Levendorskiı̌ United States

Ditlev Monrad United States

A. N. Borodin Russia

Goran Peškir

1.2k ×1.2

FINAN

420 ×1.1

EE

330 ×1.0

MSOR

733 ×2.8

MP

312 ×1.7

SP

Citations per year, relative to Goran Peškir Goran Peškir (= 1×) peers A. N. Borodin

Countries citing papers authored by Goran Peškir

Since Specialization

Citations

This map shows the geographic impact of Goran Peškir's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Goran Peškir with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Goran Peškir more than expected).

Fields of papers citing papers by Goran Peškir

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Goran Peškir. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Goran Peškir. The network helps show where Goran Peškir may publish in the future.

Co-authorship network of co-authors of Goran Peškir

This figure shows the co-authorship network connecting the top 25 collaborators of Goran Peškir. A scholar is included among the top collaborators of Goran Peškir based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Goran Peškir. Goran Peškir is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Mei, Hongwei, et al.. (2024). Quickest Real-Time Detection of Multiple Brownian Drifts. SIAM Journal on Control and Optimization. 62(3). 1832–1856.

2.

Peškir, Goran, et al.. (2023). Quickest Detection Problems for Ornstein–Uhlenbeck Processes. Mathematics of Operations Research. 49(2). 1045–1064. 1 indexed citations

3.

Peškir, Goran & David Roodman. (2023). Sticky Feller diffusions. Electronic Journal of Probability. 28(none). 1 indexed citations

4.

Papadopoulos, Panagiotis N., et al.. (2021). Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability Assessment. IEEE Transactions on Smart Grid. 12(5). 4564–4572. 11 indexed citations

5.

Angelis, Tiziano De, et al.. (2020). . Research Explorer (The University of Manchester). 24 indexed citations

6.

Pedersen, Jesper Lund & Goran Peškir. (2018). Constrained Dynamic Optimality and Binomial Terminal Wealth. SIAM Journal on Control and Optimization. 56(2). 1342–1357. 6 indexed citations

7.

Zucca, Cristina, Patrizia Tavella, & Goran Peškir. (2016). Detecting atomic clock frequency trends using an optimal stopping method. Metrologia. 53(3). S89–S95. 11 indexed citations

8.

Peškir, Goran. (2012). Optimal detection of a hidden target: The median rule. Stochastic Processes and their Applications. 122(5). 2249–2263. 19 indexed citations

9.

Peškir, Goran. (2006). On Reflecting Brownian Motion with Drift. Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications. 2006(0). 1–5. 11 indexed citations

10.

Graversen, Svend Erik, Goran Peškir, Альберт Николаевич Ширяев, & Albert N. Shiryaev. (2000). Stopping Brownian motion without anticipation as close as possible to its ultimate maximum. Теория вероятностей и ее применения. 45(1). 125–136. 16 indexed citations

11.

Peškir, Goran. (1999). Designing options given the risk: the optimal Skorokhod-embedding problem. Stochastic Processes and their Applications. 81(1). 25–38. 36 indexed citations

12.

Peškir, Goran & Albert N. Shiryaev. (1999). Maximal Inequalities for Reflected Brownian Motion with Drift. 4 indexed citations

13.

Peškir, Goran. (1998). Consistency of Statistical Models Described by Families of Reversed Submartingales.

14.

Peškir, Goran, et al.. (1998). Optimal stopping and maximal inequalities for geometric Brownian motion. Journal of Applied Probability. 35(4). 856–872. 26 indexed citations

15.

Peškir, Goran. (1998). Optimal Stopping Inequalities for the Integral of Brownian Paths. Journal of Mathematical Analysis and Applications. 222(1). 244–254. 6 indexed citations

16.

Peškir, Goran, et al.. (1997). On Doob's maximal inequality for Brownian motion. Stochastic Processes and their Applications. 69(1). 111–125. 7 indexed citations

17.

Peškir, Goran, et al.. (1997). On wald-type optimal stopping for Brownian motion. Journal of Applied Probability. 34(1). 66–73. 7 indexed citations

18.

Peškir, Goran. (1996). On the exponential Orlicz norms of stopped Brownian motion. Studia Mathematica. 117(3). 253–273. 6 indexed citations

19.

Peškir, Goran. (1996). Consistency of Statistical Models in the Stationary Case.. MATHEMATICA SCANDINAVICA. 78. 293–293. 1 indexed citations

20.

Peškir, Goran. (1993). Best Constants in Kahane-Khintchine Inequalities in Orlicz Spaces. Journal of Multivariate Analysis. 45(2). 183–216. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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