66 citations to 10.1214/aos/1015952000 (Crossref Cited-By Service)
  1. Asaf Cohen, Eilon Solan, “Bandit Problems with Lévy Processes”, Mathematics of OR, 38, № 1, 2013, 92  crossref
  2. Sören Christensen, “Phase-Type Distributions and Optimal Stopping for Autoregressive Processes”, J. Appl. Probab., 49, № 01, 2012, 22  crossref
  3. “Advances in Applied Probability Volume 30 (1998): Index: General Applied Probability”, Advances in Applied Probability, 30, № 4, 1998, 1157  crossref
  4. Pavel V. Gapeev, Yavor I. Stoev, “On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models”, Statistics & Probability Letters, 121, 2017, 152  crossref
  5. F. Avram, A. E. Kyprianou, M. R. Pistorius, “Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options”, Ann. Appl. Probab., 14, № 1, 2004  crossref
  6. Robert Liptser, Alexander G. Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Sequential Analysis, 29, № 2, 2010, 112  crossref
  7. 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
  8. Giorgio Ferrari, Paavo Salminen, “Irreversible Investment under LLvy Uncertainty: An Equation for the Optimal Boundary”, SSRN Journal, 2014  crossref
  9. Erik J. Baurdoux, Andreas E. Kyprianou, Curdin Ott, “Optimal prediction for positive self-similar Markov processes”, Electron. J. Probab., 21, № none, 2016  crossref
  10. Erik Ekström, Yuqiong Wang, “Bayesian Sequential Composite Hypothesis Testing in Discrete Time”, ESAIM: PS, 26, 2022, 265  crossref
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