RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


2008, Volume 53, Issue 3  


On Stochastic Models and Optimal Methods in the Quickest Detection Problems
A. N. Shiryaev
417
Large Sample Change-Point Estimation when Distributions Are Unknown
A. A. Borovkov
437
On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
A. A. Novikov
458
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
A. G. Tartakovskii
472
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
M. Pollak, A. G. Tartakovskii
500
A Variational Approach to Optimal Stopping Problems for Diffusion Processes
V. I. Arkin, A. D. Slastnikov
516
Disorder Problem for Poisson Process in Generalized Bayesian Setting
E. V. Burnaev
534
On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion
E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev
557
Bachelier-Version of Russian Option with a Finite Time Horizon
A. A. Kamenov
576
The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process
E. Baurdoux, A. Kyprianou
588
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
O. Hadjiliadis, V. H. Poor
610
Optimal Stopping Games and Nash Equilibrium
G. Peskir
623
Теория вероятностей и ее применения Theory of Probability and its Applications
 
Contact us:
 Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019