14 citations to https://www.mathnet.ru/rus/tvp2442
-
Mario Lefebvre, “A First-Passage-Time Problem for a Discrete-Time Markov Process”, International Journal of Applied Mathematics, Computational Science and Systems Engineering, 6 (2024), 76
-
Aliyev R.T., Rahimov F., Farhadova A., “On the First Passage Time of the Parabolic Boundary By the Markov Random Walk”, Commun. Stat.-Theory Methods, 2022
-
Mario Lefebvre, “Probabilistic solutions of integral equations from optimal control”, J. Integral Equations Applications, 34:2 (2022)
-
Hinrichs G., Kolb M., Wachtel V., “Persistence of One-Dimensional Ar(1)-Sequences”, J. Theor. Probab., 33:1 (2020), 65–102
-
Ghosh A.P., Qin W., Roitershtein A., “Discrete-time Ornstein–Uhlenbeck process in a stationary dynamic environment”, J. Interdiscip. Math., 19:1 (2016), 1–35
-
Korda M., Gondhalekar R., Oldewurtel F., Jones C.N., “Stochastic Mpc Framework For Controlling the Average Constraint Violation”, IEEE Trans. Autom. Control, 59:7 (2014), 1706–1721
-
Christensen S., “Discussion on “Sequential Estimation For Time Series Models” By T. N. Sriram and Ross Iaci”, Seq. Anal., 33:2 (2014), 158–160
-
Irle A., “Discussion on “Sequential Estimation For Time Series Models” By T. N. Sriram and Ross Iaci”, Seq. Anal., 33:2 (2014), 165–168
-
Wergen G., “Modeling Record-Breaking Stock Prices”, Physica A, 396 (2014), 114–133
-
Christensen S., “Phase-type distributions and optimal stopping for autoregressive processes”, J. Appl. Probab., 49:1 (2012), 22–39