24 citations to https://www.mathnet.ru/rus/tvp535
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Hans Rudolf Lerche, Mikhail Urusov, “On Minimax Duality in Optimal Stopping”, Sequential Analysis, 29:3 (2010), 328
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Semih Onur Sezer, “On the Wiener disorder problem”, Ann. Appl. Probab., 20:4 (2010)
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Е. В. Бурнаев, “О задаче обнаружения разладки для пуассоновского процесса в обобщенной байесовской постановке”, Теория вероятн. и ее примен., 53:3 (2008), 534–556 ; E. V. Burnaev, “Disorder Problem for Poisson Process in Generalized Bayesian Setting”, Theory Probab. Appl., 53:3 (2009), 500–518
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Hans Rudolf Lerche, Mikhail Urusov, “Optimal stopping via measure transformation: the Beibel–Lerche approach”, Stochastics, 79:3-4 (2007), 275
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Jin Wang, Q. Peter He, “A Bayesian Approach for Disturbance Detection and Classification and Its Application to State Estimation in Run-to-Run Control”, IEEE Trans. Semicond. Manufact., 20:2 (2007), 126
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P.V. Gapeev, G. Peskir, “The Wiener disorder problem with finite horizon”, Stochastic Processes and their Applications, 116:12 (2006), 1770
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A. N. Shiryaev, Mathematical Events of the Twentieth Century, 2006, 371
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Pavel V. Gapeev, “The disorder problem for compound Poisson processes with exponential jumps”, Ann. Appl. Probab., 15:1A (2005)
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А. А. Бутов, М. А. Волков, “Оптимальное управление параметрами разладки в задаче максимизации энергопродуктивности и результирующая гетерогенность популяции”, Пробл. управл., 4 (2004), 54–57
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M.H. Vellekoop, J.M.C. Clark, “Optimal speed of detection in generalized Wiener disorder problems”, Stochastic Processes and their Applications, 95:1 (2001), 25