11 citations to https://www.mathnet.ru/rus/tvp4480
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P. Johnson, J.L. Pedersen, G. Peskir, C. Zucca, “Detecting the presence of a random drift in Brownian motion”, Stochastic Processes and their Applications, 150 (2022), 1068
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Muravlev A., Zhitlukhin M., “A Bayesian Sequential Test For the Drift of a Fractional Brownian Motion”, Adv. Appl. Probab., 52:4 (2020), 1308–1324
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Kruse T., Strack Ph., “An Inverse Optimal Stopping Problem For Diffusion Processes”, Math. Oper. Res., 44:2 (2019), 423–439
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Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 277
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Alexey Muravlev, Mikhail Zhitlukhin, MATRIX Book Series, 2, 2017 MATRIX Annals, 2019, 667
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Sebastian Jobjörnsson, Sören Christensen, “Anscombe's model for sequential clinical trials revisited”, Sequential Analysis, 37:1 (2018), 115
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Hannah Dyrssen, Erik Ekström, “Sequential testing of a Wiener process with costly observations”, Sequential Analysis, 37:1 (2018), 47
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Thomas Kruse, Philipp Strack, “An Inverse Optimal Stopping Problem for Diffusion Processes”, SSRN Journal, 2017
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Ekstrom E., Vaicenavicius J., “Bayesian Sequential Testing of the Drift of a Brownian Motion”, ESAIM-Prob. Stat., 19 (2015), 626–648
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М. В. Житлухин, А. Н. Ширяев, “О существовании решений неограниченных задач об оптимальной остановке”, Стохастическое исчисление, мартингалы и их применения, Сборник статей. К 80-летию со дня рождения академика Альберта Николаевича Ширяева, Труды МИАН, 287, МАИК «Наука/Интерпериодика», М., 2014, 310–319 ; M. V. Zhitlukhin, A. N. Shiryaev, “On the existence of solutions of unbounded optimal stopping problems”, Proc. Steklov Inst. Math., 287:1 (2014), 299–307