7 citations to 10.1524/stnd.22.1.79.32716 (Crossref Cited-By Service)

1. Jacques du Toit, Goran Peskir, Mathematical Control Theory and Finance, 2008, 95  
2. Denis Talay, 15, Special Volume: Mathematical Modeling and Numerical Methods in Finance, 2009, 3  
3. Savas Dayanik, Semih Onur Sezer, “Compound Poisson Disorder Problem”, Mathematics of OR, 31, no. 4, 2006, 649  
4. Michał Krawiec, Zbigniew Palmowski, “Multivariate Lévy-type drift change detection and mortality modeling”, Eur. Actuar. J., 14, no. 1, 2024, 175  
5. A. A. Sokko, “Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder”, Moscow Univ. Math. Bull., 70, no. 3, 2015, 103  
6. Erhan Bayraktar, Erik Ekström, Jia Guo, “Disorder detection with costly observations”, J. Appl. Probab., 59, no. 2, 2022, 338  
7. Arne LØkka, “Detection of disorder before an observable event”, Stochastics, 79, no. 3-4, 2007, 219