62 citations to 10.1007/978-3-662-12429-1_22 (Crossref Cited-By Service)
  1. Aleksey S. Polunchenko, “On the quasi-stationary distribution of the Shiryaev–Roberts diffusion”, Sequential Analysis, 36, № 1, 2017, 126  crossref
  2. Christophette Blanchet-Scalliet, Awa Diop, Rajna Gibson, Denis Talay, Etienne Tanré, Monte Carlo and Quasi-Monte Carlo Methods 2004, 2006, 15  crossref
  3. Jacques du Toit, Goran Peskir, Mathematical Control Theory and Finance, 2008, 95  crossref
  4. Savas Dayanik, “Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs”, Mathematics of OR, 35, № 4, 2010, 756  crossref
  5. Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, “Об условно-экстремальных задачах скорейшего обнаружения непредсказуемых моментов у наблюдаемого броуновского движения”, ТВП, 53, № 4, 2008, 751  crossref
  6. Kexuan Li, Aleksey S. Polunchenko, “On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion”, Sequential Analysis, 39, № 2, 2020, 214  crossref
  7. Arne LØkka, “Detection of disorder before an observable event”, Stochastics, 79, № 3-4, 2007, 219  crossref
  8. Prashant Singh, Anupam Kundu, “Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension”, J. Stat. Mech., 2019, № 8, 2019, 083205  crossref
  9. Erik Ekström, Carl Lindberg, “Optimal Closing of a Momentum Trade”, Journal of Applied Probability, 50, № 2, 2013, 374  crossref
  10. Erhan Bayraktar, Savas Dayanik, “Poisson Disorder Problem with Exponential Penalty for Delay”, Mathematics of OR, 31, № 2, 2006, 217  crossref
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