13 citations to https://www.mathnet.ru/rus/tvp2463
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Erik J. Baurdoux, José M. Pedraza, “Lp optimal prediction of the last zero of a spectrally negative Lévy process”, Ann. Appl. Probab., 34:1B (2024)
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Erik J. Baurdoux, José M. Pedraza, “Predicting the last zero before an exponential time of a spectrally negative Lévy process”, Adv. Appl. Probab., 55:2 (2023), 611
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Ilicheva V.V., Guda A.N., Shevchuk P.S., “Logical Approaches to Anomaly Detection in Industrial Dynamic Processes”, Proceedings of the Fourth International Scientific Conference Intelligent Information Technologies For Industry (Iiti'19), Advances in Intelligent Systems and Computing, 1156, eds. Kovalev S., Tarassov V., Snasel V., Sukhanov A., Springer International Publishing Ag, 2020, 352–361
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Ankirchner S., Kazi-Tani N., Klein M., Kruse T., “Stopping With Expectation Constraints: 3 Points Suffice”, Electron. J. Probab., 24 (2019), 66
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Peskir G., “Quickest Detection of a Hidden Target and Extremal Surfaces”, Ann. Appl. Probab., 24:6 (2014), 2340–2370
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Glover K. Hulley H. Peskir G., “Three-Dimensional Brownian Motion and the Golden Ratio Rule”, Ann. Appl. Probab., 23:3 (2013), 895–922
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Peskir G., “Optimal detection of a hidden target: the median rule”, Stochastic Process. Appl., 122:5 (2012), 2249–2263
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Козинов И.А., Мальцев Г.Н., “Модифицированный алгоритм обнаружения разладки случайного процесса и его применение при обработке многоспектральных данных”, Информационно-управляющие системы, 3:58 (2012), 9–17
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С. С. Синельников, “Об оптимальной остановке броуновского движения с отрицательным сносом”, Теория вероятн. и ее примен., 56:2 (2011), 391–398 ; S. S. Sinelnikov, “On optimal stopping for Brownian motion with a negative drift”, Theory Probab. Appl., 56:2 (2011), 343–350
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Bernyk V., Dalang R.C., Peskir G., “Predicting the ultimate supremum of a stable Lévy process with no negative jumps”, Ann. Probab., 39:6 (2011), 2385–2423