66 citations to 10.1214/aos/1015952000 (Crossref Cited-By Service)
  1. Erhan Bayraktar, Savas Dayanik, “Poisson Disorder Problem with Exponential Penalty for Delay”, Mathematics of OR, 31, № 2, 2006, 217  crossref
  2. Bruno Buonaguidi, Pietro Muliere, “Sequential Testing Problems for Lévy Processes”, Sequential Analysis, 32, № 1, 2013, 47  crossref
  3. Martin Kulldorff, Robert L. Davis, Margarette Kolczak†, Edwin Lewis, Tracy Lieu, Richard Platt, “A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance”, Sequential Analysis, 30, № 1, 2011, 58  crossref
  4. Georgios Fellouris, George V. Moustakides, “Decentralized Sequential Hypothesis Testing Using Asynchronous Communication”, IEEE Trans. Inform. Theory, 57, № 1, 2011, 534  crossref
  5. P.V. Gapeev*, G. Peskir, “The Wiener Sequential Testing Problem with Finite Horizon”, Stochastics and Stochastic Reports, 76, № 1, 2004, 59  crossref
  6. Walter Schachermayer, Florian Stebegg, “The sharp constant for the Burkholder–Davis–Gundy inequality and non-smooth pasting”, Bernoulli, 24, № 4A, 2018  crossref
  7. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, J. Appl. Probab., 44, № 03, 2007, 713  crossref
  8. Pavel V. Gapeev, Yavor I. Stoev, “On the sequential testing and quickest change-point detection problems for Gaussian processes”, Stochastics, 89, № 8, 2017, 1143  crossref
  9. Curdin Ott, “Bottleneck options”, Finance Stoch, 18, № 4, 2014, 845  crossref
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