21 citations to 10.1080/17442508.2010.530349 (Crossref Cited-By Service)
  1. Bruno Buonaguidi, Pietro Muliere, “On the Wald's Sequential Probability Ratio Test for Lévy Processes”, Sequential Analysis, 32, № 3, 2013, 267  crossref
  2. Pavel V. Gapeev, “Bayesian Switching Multiple Disorder Problems”, Mathematics of OR, 41, № 3, 2016, 1108  crossref
  3. PAVEL V. GAPEEV, “PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION”, Int. J. Theor. Appl. Finan., 15, № 01, 2012, 1250010  crossref
  4. Bruno Buonaguidi, Pietro Muliere, “Optimal sequential testing for an inverse Gaussian process”, Sequential Analysis, 35, № 1, 2016, 69  crossref
  5. Bruno Buonaguidi, Pietro Muliere, “Sequential Testing Problems for Lévy Processes”, Sequential Analysis, 32, № 1, 2013, 47  crossref
  6. P. Johnson, J.L. Pedersen, G. Peskir, C. Zucca, “Detecting the presence of a random drift in Brownian motion”, Stochastic Processes and their Applications, 150, 2022, 1068  crossref
  7. Pavel V. Gapeev, Albert N. Shiryaev, “Bayesian Quickest Detection Problems for Some Diffusion Processes”, Advances in Applied Probability, 45, № 1, 2013, 164  crossref
  8. PAVEL V. GAPEEV, OLIVER BROCKHAUS, MATHIEU DUBOIS, “ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY”, Int. J. Theor. Appl. Finan., 21, № 01, 2018, 1850001  crossref
  9. P. A. Ernst, G. Peskir, Q. Zhou, “Optimal real-time detection of a drifting Brownian coordinate”, Ann. Appl. Probab., 30, № 3, 2020  crossref
  10. Peter Johnson, Goran Peskir, “Sequential testing problems for Bessel processes”, Trans. Amer. Math. Soc., 370, № 3, 2017, 2085  crossref
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