A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371
Farshid Jamshidian, “The Duality of Optimal Exercise and Domineering Claims: a Doob-Meyer Decomposition Approach to the Snell Envelope”, SSRN Journal, 2006
P.V. Gapeev, G. Peskir, “The Wiener disorder problem with finite horizon”, Stochastic Processes and their Applications, 116:12 (2006), 1770
M. H. Vellekoop, J. M. C. Clark, “A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods”, SIAM Rev., 48:2 (2006), 329
Rong Pan, Bayesian Process Monitoring, Control and Optimization, 2006, 245
O. Hadjiliadis, V. Moustakides, “Optimal and asymptotically optimal CUSUM rules for change point detection in the Brownian motion model with multiple alternatives”, Теория вероятн. и ее примен., 50:1 (2005), 131–144 ; Theory Probab. Appl., 50:1 (2006), 75–85
Pavel V. Gapeev, “The disorder problem for compound Poisson processes with exponential jumps”, Ann. Appl. Probab., 15:1A (2005)
Y. Mei, “Information Bounds and Quickest Change Detection in Decentralized Decision Systems”, IEEE Trans. Inform. Theory, 51:7 (2005), 2669
M. S. Srivastava, Encyclopedia of Statistical Sciences, 2005
Julie Simmons Ivy, Harriet Black Nembhard, “A Modeling Approach to Maintenance Decisions Using Statistical Quality Control and Optimization”, Qual. Reliab. Engng. Int., 21:4 (2005), 355