Citation:
P. V. Gapeev, “Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps”, Russian Math. Surveys, 57:6 (2002), 1220–1221
\Bibitem{Gap02}
\by P.~V.~Gapeev
\paper Problems in sequential decision between hypotheses for a~combined Poisson process with exponential jumps
\jour Russian Math. Surveys
\yr 2002
\vol 57
\issue 6
\pages 1220--1221
\mathnet{http://mi.mathnet.ru/eng/rm577}
\crossref{https://doi.org/10.1070/RM2002v057n06ABEH000577}
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Linking options:
https://www.mathnet.ru/eng/rm577
https://doi.org/10.1070/RM2002v057n06ABEH000577
https://www.mathnet.ru/eng/rm/v57/i6/p171
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Buonaguidi B., Muliere P., “Optimal sequential testing for an inverse Gaussian process”, Seq. Anal., 35:1, SI (2016), 69–83
Buonaguidi B., Muliere P., “Bayesian Sequential Testing For Levy Processes With Diffusion and Jump Components”, Stochastics, 88:7 (2016), 1099–1113
Buonaguidi B., Muliere P., “a Collocation Method For the Sequential Testing of a Gamma Process”, 25, no. 4, 2015, 1527–1546
Buonaguidi B., Muliere P., “Sequential Testing Problems for Levy Processes”, Seq. Anal., 32:1 (2013), 47–70
Buonaguidi B., Muliere P., “On the Wald's Sequential Probability Ratio Test for Levy Processes”, Seq. Anal., 32:3 (2013), 267–287
Ludkovski M., Sezer S.O., “Finite Horizon Decision Timing with Partially Observable Poisson Processes”, Stoch. Models, 28:2 (2012), 207–247
Baurdoux E., Kyprianou A.E., “The McKean stochastic game driven by a spectrally negative Levy process”, Electron. J. Probab., 13 (2008), 173–197
Dayanik S., Poor H.V., Sezer S.O., “Sequential multi-hypothesis testing for compound Poisson processes”, Stochastics-An International Journal of Probability and Stochastic Processes, 80:1 (2008), 19–50
Dayanik S., Sezer S.O., “Sequential testing of simple hypotheses about compound Poisson processes”, Stochastic Process. Appl., 116:12 (2006), 1892–1919
Alili L., Kyprianou A.E., “Some remarks on first passage of Lévy processes, the American put and pasting principles”, Ann. Appl. Probab., 15:3 (2005), 2062–2080
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