49 citations to 10.1080/07474946.2010.520580 (Crossref Cited-By Service)
  1. Alexey Muravlev, Mikhail Urusov, Mikhail Zhitlukhin, “Sequential tracking of an unobservable two-state Markov process under Brownian noise”, Sequential Analysis, 40, no. 1, 2021, 1  crossref
  2. Qunzhi Xu, Yajun Mei, George V. Moustakides, “Optimum Multi-Stream Sequential Change-Point Detection With Sampling Control”, IEEE Trans. Inform. Theory, 67, no. 11, 2021, 7627  crossref
  3. Liang Cai, “Quickest detection of an accumulated state-dependent change point”, Sequential Analysis, 39, no. 2, 2020, 230  crossref
  4. Peter Johnson, Goran Peskir, “Quickest detection problems for Bessel processes”, Ann. Appl. Probab., 27, no. 2, 2017  crossref
  5. N. Bora Keskin, Assaf Zeevi, “Chasing Demand: Learning and Earning in a Changing Environment”, Mathematics of OR, 42, no. 2, 2017, 277  crossref
  6. Tiziano De Angelis, “Optimal dividends with partial information and stopping of a degenerate reflecting diffusion”, Finance Stoch, 24, no. 1, 2020, 71  crossref
  7. Matteo Basei, Giorgio Ferrari, Neofytos Rodosthenous, “Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs”, Journal of Economic Dynamics and Control, 161, 2024, 104841  crossref
  8. P. A. Ernst, H. Mei, G. Peskir, “Quickest Real-Time Detection of Multiple Brownian Drifts”, SIAM J. Control Optim., 62, no. 3, 2024, 1832  crossref
  9. Peter Baxendale, Dongchang Li, N. Sri Namachchivaya, “Quickest change detection in nonlinear hidden Markov models using a generalized CUSUM procedure with particle filters”, Nonlinear Dyn, 2024  crossref
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