66 citations to 10.1214/aos/1015952000 (Crossref Cited-By Service)
  1. Erhan Bayraktar, Savas Dayanik, “Poisson Disorder Problem with Exponential Penalty for Delay”, Mathematics of OR, 31, no. 2, 2006, 217  crossref
  2. Bruno Buonaguidi, Pietro Muliere, “Sequential Testing Problems for Lévy Processes”, Sequential Analysis, 32, no. 1, 2013, 47  crossref
  3. Martin Kulldorff, Robert L. Davis, Margarette Kolczak†, Edwin Lewis, Tracy Lieu, Richard Platt, “A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance”, Sequential Analysis, 30, no. 1, 2011, 58  crossref
  4. Georgios Fellouris, George V. Moustakides, “Decentralized Sequential Hypothesis Testing Using Asynchronous Communication”, IEEE Trans. Inform. Theory, 57, no. 1, 2011, 534  crossref
  5. P.V. Gapeev*, G. Peskir, “The Wiener Sequential Testing Problem with Finite Horizon”, Stochastics and Stochastic Reports, 76, no. 1, 2004, 59  crossref
  6. Walter Schachermayer, Florian Stebegg, “The sharp constant for the Burkholder–Davis–Gundy inequality and non-smooth pasting”, Bernoulli, 24, no. 4A, 2018  crossref
  7. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, J. Appl. Probab., 44, no. 03, 2007, 713  crossref
  8. Pavel V. Gapeev, Yavor I. Stoev, “On the sequential testing and quickest change-point detection problems for Gaussian processes”, Stochastics, 89, no. 8, 2017, 1143  crossref
  9. Curdin Ott, “Bottleneck options”, Finance Stoch, 18, no. 4, 2014, 845  crossref
  10. S. I. Boyarchenko, S. Z. Levendorskii, “Perpetual American Options Under Lévy Processes”, SIAM J. Control Optim., 40, no. 6, 2002, 1663  crossref
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