62 citations to 10.1007/978-3-662-12429-1_22 (Crossref Cited-By Service)
  1. Mario Annunziato, Alfio Borzì, “OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES”, Mathematical Modelling and Analysis, 15, no. 4, 2010, 393  crossref
  2. Savas Dayanik, “Optimal Stopping of Linear Diffusions with Random Discounting”, Mathematics of OR, 33, no. 3, 2008, 645  crossref
  3. P. Johnson, J. Moriarty, G. Peskir, “Detecting changes in real-time data: a user’s guide to optimal detection”, Phil. Trans. R. Soc. A., 375, no. 2100, 2017, 20160298  crossref
  4. A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371  crossref
  5. S. S. Sinelnikov, “The optimal stopping problem concerned with ultimate maximum of a Lévy process”, Moscow Univ. Math. Bull., 66, no. 4, 2011, 158  crossref
  6. Robert Liptser, Alexander G. Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Sequential Analysis, 29, no. 2, 2010, 112  crossref
  7. Curdin Ott, “Optimal stopping problems for the maximum process with upper and lower caps”, Ann. Appl. Probab., 23, no. 6, 2013  crossref
  8. Pavel V. Gapeev, “Bayesian Switching Multiple Disorder Problems”, Mathematics of OR, 41, no. 3, 2016, 1108  crossref
  9. Michał Krawiec, Zbigniew Palmowski, “Multivariate Lévy-type drift change detection and mortality modeling”, Eur. Actuar. J., 14, no. 1, 2024, 175  crossref
  10. Erik J. Baurdoux, José M. Pedraza, “Lp optimal prediction of the last zero of a spectrally negative Lévy process”, Ann. Appl. Probab., 34, no. 1B, 2024  crossref
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