scientific article; zbMATH DE number 3340850

MaRDI QIDQ5617375zbMATH OpenFDO

Authors Albert N. Shiryaev

Publication date 1969

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Inference from stochastic processes (62Mxx)

Cited in

(15)

• Diffusion approximation for multiprogrammed computer systems
• Characterization of the monotone case for a best choice problem with a random number of objects
• The statistics of optimal decision making: exploring the relationship between signal detection theory and sequential analysis
• OPTIMAL CHANGE-POINT DETECTION IN TREND MODELS WITH INTEGRATED MOVING AVERAGE ERRORS
• scientific article; zbMATH DE number 2132134 (Why is no real title available?)
• Contribution to the optimal stopping problem
• From Disorder Detection to Optimal Stopping and Mathematical Finance
• scientific article; zbMATH DE number 3949761 (Why is no real title available?)
• Approximate and limit results for nonlinear filters with wide bandwith observation noise
• On ?-optimal stopping of a drifted Brownian motion on the line
• CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS¹
• Solution of optimal stopping problem based on a modification of payoff function
• Replicated piecewise stopping numbers and sequential analysis
• Optimal stopping for Markov processes with positive jumps
• Optimal stopping time for geometric random walks with power payoff function

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