15 citations to https://www.mathnet.ru/rus/seqan2
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Nikolai Dokuchaev, “On the fractional stochastic integration for random non-smooth integrands”, Stochastic Analysis and Applications, 41:3 (2023), 425
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Erik Ekström, Ioannis Karatzas, Juozas Vaicenavicius, “Bayesian sequential least-squares estimation for the drift of a Wiener process”, Stochastic Processes and their Applications, 145 (2022), 335
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Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Adv. in Appl. Probab., 52:4 (2020), 1308–1324
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А. А. Муравлёв, “Асимптотика границ в одной нелинейной задаче об оптимальной остановке”, УМН, 75:2 (2020), 193–194
; A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382
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Alexey Muravlev, Mikhail Zhitlukhin, MATRIX Book Series, 2, 2017 MATRIX Annals, 2019, 667
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Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 239
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A. V. Artemov, “Effective Signal Extraction Via Local Polynomial Approximation Under Long-Range Dependency Conditions”, Lobachevskii J Math, 39:3 (2018), 309
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B. L. S. Prakasa Rao, “Optimal estimation of a signal perturbed by a sub-fractional Brownian motion”, Stochastic Analysis and Applications, 35:3 (2017), 533
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Pavel V. Gapeev, Yavor I. Stoev, “On the sequential testing and quickest change-point detection problems for Gaussian processes”, Stochastics, 89:8 (2017), 1143
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А. В. Артёмов, Е. В. Бурнаев, “Оптимальное оценивание сигнала, наблюдаемого во фрактальном гауссовском шуме”, Теория вероятн. и ее примен., 60:1 (2015), 163–171
; A. V. Artemov, E. V. Burnaev, “Optimal estimation of a signal, observed in a fractional Gaussian noise”, Theory Probab. Appl., 60:1 (2016), 126–134