18 citations to https://www.mathnet.ru/eng/aap1
-
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)
-
Pavel V. Gapeev, Yavor I. Stoev, “On some functionals of the first passage times in jump models of stochastic volatility”, Stochastic Analysis and Applications, 38:1 (2020), 149