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