Hannah Dyrssen, Erik Ekström, “Sequential testing of a Wiener process with costly observations”, Sequential Analysis, 37, no. 1, 2018, 47
Savas Dayanik, H. Vincent Poor, Semih O. Sezer, “Sequential multi-hypothesis testing for compound Poisson processes”, Stochastics, 80, no. 1, 2008, 19
Savas Dayanik, Semih O. Sezer, “Sequential testing of simple hypotheses about compound Poisson processes”, Stochastic Processes and their Applications, 116, no. 12, 2006, 1892
Giorgio Ferrari, Paavo Salminen, “Irreversible investment under Lévy uncertainty: an equation for the optimal boundary”, Adv. Appl. Probab., 48, no. 1, 2016, 298
Masahiko Egami, Kazutoshi Yamazaki, “Precautionary measures for credit risk management in jump models”, Stochastics, 85, no. 1, 2013, 111
Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, Journal of Applied Probability, 49, no. 1, 2012, 22
Curdin Ott, “Optimal stopping problems for the maximum process with upper and lower caps”, Ann. Appl. Probab., 23, no. 6, 2013
Benjamin J. Hockman, Jianxin Sun, Herbert G. Tanner, “Emulating Nuclear Emissions With a Pulsed Laser”, IEEE Trans. Automat. Sci. Eng., 11, no. 1, 2014, 317
Erhan Bayraktar, Michael Ludkovski, “Sequential tracking of a hidden Markov chain using point process observations”, Stochastic Processes and their Applications, 119, no. 6, 2009, 1792
Pavel V. Gapeev, “On the problems of sequential statistical inference for Wiener processes with delayed observations”, Stat Papers, 61, no. 4, 2020, 1529