The disorder problem for compound Poisson processes with exponential jumps
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Publication:1774227
DOI10.1214/105051604000000981zbMath1068.60062arXivmath/0503481OpenAlexW3103335233MaRDI QIDQ1774227
Publication date: 29 April 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503481
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Cites Work
- Probabilistic-statistical methods of detecting spontaneously occurring effects
- Optimal stopping for a diffusion with jumps
- On Optimum Methods in Quickest Detection Problems
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