18 citations to https://www.mathnet.ru/eng/aap1
  1. Erik Ekström, Alessandro Milazzo, “A detection problem with a monotone observation rate”, Stochastic Processes and their Applications, 172 (2024), 104337  crossref
  2. Pavel V. Gapeev, Monique Jeanblanc, “On the Construction of Conditional Probability Densities in the Brownian and Compound Poisson Filtrations”, ESAIM: PS, 28 (2024), 62  crossref
  3. Neha Deopa, Daniele Rinaldo, “Quickest Detection of Ecological Regimes for Natural Resource Management”, Environ Resource Econ, 2024  crossref
  4. Kristoffer Glover, Goran Peskir, “Quickest Detection Problems for Ornstein–Uhlenbeck Processes”, Mathematics of OR, 2023  crossref
  5. Bruno Buonaguidi, “Finite Horizon Sequential Detection with Exponential Penalty for the Delay”, J Optim Theory Appl, 198:1 (2023), 224  crossref
  6. Philip Ernst, Hongwei Mei, “Exact Optimal Stopping for Multidimensional Linear Switching Diffusions”, Mathematics of OR, 48:3 (2023), 1589  crossref
  7. Erhan Bayraktar, Erik Ekström, Jia Guo, “Disorder detection with costly observations”, J. Appl. Probab., 59:2 (2022), 338  crossref
  8. B. Buonaguidi, “The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria”, Statistics & Probability Letters, 189 (2022), 109548  crossref
  9. 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)  crossref
  10. 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  crossref
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