62 citations to 10.1007/978-3-662-12429-1_22 (Crossref Cited-By Service)
  1. Mario Annunziato, Alfio Borzì, “OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES”, Mathematical Modelling and Analysis, 15, № 4, 2010, 393  crossref
  2. Savas Dayanik, “Optimal Stopping of Linear Diffusions with Random Discounting”, Mathematics of OR, 33, № 3, 2008, 645  crossref
  3. P. Johnson, J. Moriarty, G. Peskir, “Detecting changes in real-time data: a user’s guide to optimal detection”, Phil. Trans. R. Soc. A., 375, № 2100, 2017, 20160298  crossref
  4. A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371  crossref
  5. S. S. Sinelnikov, “The optimal stopping problem concerned with ultimate maximum of a Lévy process”, Moscow Univ. Math. Bull., 66, № 4, 2011, 158  crossref
  6. Robert Liptser, Alexander G. Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Sequential Analysis, 29, № 2, 2010, 112  crossref
  7. Curdin Ott, “Optimal stopping problems for the maximum process with upper and lower caps”, Ann. Appl. Probab., 23, № 6, 2013  crossref
  8. Pavel V. Gapeev, “Bayesian Switching Multiple Disorder Problems”, Mathematics of OR, 41, № 3, 2016, 1108  crossref
  9. Michał Krawiec, Zbigniew Palmowski, “Multivariate Lévy-type drift change detection and mortality modeling”, Eur. Actuar. J., 14, № 1, 2024, 175  crossref
  10. Erik J. Baurdoux, José M. Pedraza, “Lp optimal prediction of the last zero of a spectrally negative Lévy process”, Ann. Appl. Probab., 34, № 1B, 2024  crossref
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