73 citations to https://www.mathnet.ru/rus/rm1010
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Sebryakov G.G., Pavlov V.I., Muzhichek S.M., Motlich P.A., Skrynnikov A.A., Yermolin O.V., Workshop on Materials and Engineering in Aeronautics (Mea), IOP Conference Series-Materials Science and Engineering, 476, eds. Nikulchev E., Korsun O., IOP Publishing Ltd, 2019
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Krawiec M., Palmowski Z., Plociniczak L., “Quickest Drift Change Detection in Levy-Type Force of Mortality Model”, Appl. Math. Comput., 338 (2018), 432–450
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Yang H., Hadjiliadis O., Ludkovski M., “Quickest Detection in the Wiener Disorder Problem With Post-Change Uncertainty”, Stochastics, 89:3-4 (2017), 654–685
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Polunchenko A.S., “On the quasi-stationary distribution of the Shiryaev–Roberts diffusion”, Seq. Anal., 36:1 (2017), 126–149
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El Karoui N., Loisel S., Salhi Ya., “Minimax Optimality in Robust Detection of a Disorder Time in Doubly-Stochastic Poisson Processes”, Ann. Appl. Probab., 27:4 (2017), 2515–2538
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Johnson P., Moriarty J., Peskir G., “Detecting Changes in Real-Time Data: a User'S Guide to Optimal Detection”, Philos. Trans. R. Soc. A-Math. Phys. Eng. Sci., 375:2100 (2017), 20160298
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А. Н. Ширяев, “О минимаксной оптимальности CUSUM-статистики в задачах о разладке для броуновского движения”, Теория вероятн. и ее примен., 61:4 (2016), 837–844
; A. N. Shiryaev, “On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion”, Theory Probab. Appl., 61:4 (2017), 719–726
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Dayanik S., Sezer S.O., “Sequential Sensor Installation for Wiener Disorder Detection”, Math. Oper. Res., 41:3 (2016), 827–850
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Polunchenko A.S., “Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup”, Seq. Anal., 35:1, SI (2016), 108–143
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Mijatovic A., Pistorius M., “Joint asymptotic distribution of certain path functionals of the reflected process”, Electron. Commun. Probab., 21 (2016), 43