Pavel V. Gapeev, Yavor I. Stoev, “Quickest Change-point Detection Problems for Multidimensional Wiener Processes”, Methodol Comput Appl Probab, 27:1 (2025)
Erik Ekström, Alessandro Milazzo, “A detection problem with a monotone observation rate”, Stochastic Processes and their Applications, 172 (2024), 104337
Pavel V. Gapeev, Monique Jeanblanc, “On the Construction of Conditional Probability Densities in the Brownian and Compound Poisson Filtrations”, ESAIM: PS, 28 (2024), 62
Neha Deopa, Daniele Rinaldo, “Quickest Detection of Ecological Regimes for Natural Resource Management”, Environ Resource Econ, 2024
Kristoffer Glover, Goran Peskir, “Quickest Detection Problems for Ornstein–Uhlenbeck Processes”, Mathematics of OR, 2023
Bruno Buonaguidi, “Finite Horizon Sequential Detection with Exponential Penalty for the Delay”, J Optim Theory Appl, 198:1 (2023), 224
Philip Ernst, Hongwei Mei, “Exact Optimal Stopping for Multidimensional Linear Switching Diffusions”, Mathematics of OR, 48:3 (2023), 1589
Erhan Bayraktar, Erik Ekström, Jia Guo, “Disorder detection with costly observations”, J. Appl. Probab., 59:2 (2022), 338
B. Buonaguidi, “The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria”, Statistics & Probability Letters, 189 (2022), 109548
Bruno Buonaguidi, “On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay”, Electron. Commun. Probab., 26:none (2021)