23 citations to https://www.mathnet.ru/eng/aap1
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Pavel V. Gapeev, Yavor I. Stoev, “Quickest Change-point Detection Problems for Multidimensional Wiener Processes”, Methodol Comput Appl Probab, 27:1 (2025)
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Peter Johnson, Jesper Lund Pedersen, “Bayesian changepoint detection for epidemic models”, Sci Rep, 15:1 (2025)
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Pavel V. Gapeev, “Optimal stopping zero-sum games in continuous hidden Markov models”, Adv. Appl. Probab., 2025, 1
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B. Buonaguidi, “Numerical approaches to finite-horizon optimal stopping problems for the Shiryaev process”, Stat Comput, 35:6 (2025)
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Erik Ekström, Alessandro Milazzo, “A detection problem with a monotone observation rate”, Stochastic Processes and their Applications, 172 (2024), 104337
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Pavel V. Gapeev, Monique Jeanblanc, “On the Construction of Conditional Probability Densities in the Brownian and Compound Poisson Filtrations”, ESAIM: PS, 28 (2024), 62
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Neha Deopa, Daniele Rinaldo, “Quickest Detection of Ecological Regimes for Natural Resource Management”, Environ Resource Econ, 2024
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Kristoffer Glover, Goran Peskir, “Quickest Detection Problems for Ornstein–Uhlenbeck Processes”, Mathematics of OR, 2023
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Bruno Buonaguidi, “Finite Horizon Sequential Detection with Exponential Penalty for the Delay”, J Optim Theory Appl, 198:1 (2023), 224
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Philip Ernst, Hongwei Mei, “Exact Optimal Stopping for Multidimensional Linear Switching Diffusions”, Mathematics of OR, 48:3 (2023), 1589