22 citations to https://www.mathnet.ru/rus/tvp4461
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L. S. Lima, L. L. B. Miranda, “Price dynamics of the financial markets using the stochastic differential equation for a potential double well”, Physica A, 490 (2018), 828–833
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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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Olga Isupova, Springer Theses, Machine Learning Methods for Behaviour Analysis and Anomaly Detection in Video, 2018, 9
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L. S. Lima, “Modeling of the financial market using the two-dimensional anisotropic Ising model”, Physica A, 482 (2017), 544–551
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Anastasiia Sokko, “Testing the Stochastic Disorder Model on Stock Markets”, SSRN Journal, 2017
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Thomas Kruse, Philipp Strack, “An Inverse Optimal Stopping Problem for Diffusion Processes”, SSRN Journal, 2017
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М. В. Житлухин, А. А. Муравлёв, А. Н. Ширяев, “О доверительных интервалах для момента “разладки” броуновского движения”, УМН, 71:1(427) (2016), 171–172 ; M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “On confidence intervals for Brownian motion changepoint times”, Russian Math. Surveys, 71:1 (2016), 159–160
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Д. И. Лисовский, “Байесовская задача о разладке для броуновского моста”, УМН, 71:5(431) (2016), 177–178 ; D. I. Lisovskii, “Bayesian disorder problem for the Brownian bridge”, Russian Math. Surveys, 71:5 (2016), 967–969
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E. Z. Ferenstein, A. Pasternak-Winiarski, “Mathematical model of detecting disorders in service systems”, 2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR) (Miedzyzdroje, Poland), IEEE, 2015, 724–727
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М. В. Житлухин, А. Н. Ширяев, “Задачи об оптимальной остановке для броуновского движения с разладкой на отрезке”, Теория вероятн. и ее примен., 58:1 (2013), 193–200 ; M. V. Zhitlukhin, A. N. Shiryaev, “Optimal stopping problems for a Brownian motion with disorder on a segment”, Theory Probab. Appl., 58:1 (2014), 164–171