Bayesian disorder problems on filtered probability spaces
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Cited in
(20)- scientific article; zbMATH DE number 1724306 (Why is no real title available?)
- On the linear and nonlinear generalized Bayesian disorder problem (discrete time case)
- On stochastic models and optimal methods in the quickest detection problems
- Two-sided disorder problem for a Brownian motion in a Bayesian setting
- Stochastic disorder problems
- Quickest drift change detection in Lévy-type force of mortality model
- Bayes' model of the best-choice problem with disorder
- Compound Poisson disorder problem with uniformly distributed disorder time
- A Bayesian-martingale approach to the general disorder problem
- Monte Carlo methods for adaptive disorder problems
- Modeling of the financial market using the two-dimensional anisotropic Ising model
- Bayesian switching multiple disorder problems
- Disorder detection with reversible decisions
- Optimal redeeming strategy of stock loans under drift uncertainty
- Bayesian disorder problem for the Brownian bridge
- Compound Poisson disorder problem with general disorder prior density
- The Bayes problem of detecting a disorder with information criterion of delay
- Price dynamics of the financial markets using the stochastic differential equation for a potential double well
- The Wiener continuous disorder problem
- Detection of disorder before an observable event
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