The following pages link to (Q2782369):
Displaying 28 items.
- Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943) (← links)
- Optimal detection of a hidden target: the median rule (Q424533) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- The Wiener disorder problem with finite horizon (Q860699) (← links)
- On the Wiener disorder problem (Q990391) (← links)
- Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Optimal control problems with disorder (Q2289032) (← links)
- Quickest drift change detection in Lévy-type force of mortality model (Q2335769) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- The optimal stopping problem concerned with ultimate maximum of a Lévy process (Q2513223) (← links)
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion (Q2986851) (← links)
- Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
- Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
- Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (Q4580434) (← links)
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
- Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)
- Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension (Q5132526) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
