Works matching IS 0040585X AND DT 2009 AND VI 53 AND IP 3
Results: 12
OPTIMAL STOPPING GAMES AND NASH EQUILIBRIUM.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 558, doi. 10.1137/S0040585X97983821
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- Article
BACHELIER-VERSION OF RUSSIAN OPTION WITH A FINITE TIME HORIZON.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 548, doi. 10.1137/S0040585X9798381X
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- Article
ON THE BEST 2-CUSUM STOPPING RULE FOR QUICKEST DETECTION OF TWO-SIDED ALTERNATIVES IN A BROWNIAN MOTION MODEL.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 537, doi. 10.1137/S0040585X97983808
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- Article
ON ASYMPTOTIC OPTIMALITY OF THE SECOND ORDER IN THE MINIMAX QUICKEST DETECTION PROBLEM OF DRIFT CHANGE FOR BROWNIAN MOTION.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 519, doi. 10.1137/S0040585X97983791
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- Article
DISORDER PROBLEM FOR POISSON PROCESS IN GENERALIZED BAYESIAN SETTING.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 500, doi. 10.1137/S0040585X9798378x
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- Article
THE SHEPP-SHIRYAEV STOCHASTIC GAME DRIVEN BY A SPECTRALLY NEGATIVE LEVY PROCESS.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 481, doi. 10.1137/S0040585X97983778
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- Article
CONTINUOUS TIME: A VARIATIONAL APPROACH TO OPTIMAL STOPPING PROBLEMS FOR DIFFUSION PROCESSES.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 467, doi. 10.1137/S0040585X97983766
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- Article
ASYMPTOTIC OPTIMALITY IN BAYESIAN CHANGEPOINT DETECTION PROBLEMS UNDER GLOBAL FALSE ALARM PROBABILITY CONSTRAINT.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 443, doi. 10.1137/S0040585X97983754
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- Article
ASYMPTOTIC EXPONENTIALITY OF THE DISTRIBUTION OF FIRST EXIT TIMES FOR A CLASS OF MARKOV PROCESSES WITH APPLICATIONS TO QUICKEST CHANGE DETECTION.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 430, doi. 10.1137/S0040585X97983742
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- Article
ON DISTRIBUTIONS OF FIRST PASSAGE TIMES AND OPTIMAL STOPPING OF AR(1) SEQUENCES.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 419, doi. 10.1137/S0040585X97983730
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- Article
DISCRETE TIME: LARGE SAMPLE CHANGE-POINT ESTIMATION WHEN DISTRIBUTIONS ARE UNKNOWN.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 402, doi. 10.1137/S0040585X97983729
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- Article
ON STOCHASTIC MODELS AND OPTIMAL METHODS IN THE QUICKEST DETECTION PROBLEMS.
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- Theory of Probability & Its Applications, 2009, v. 53, n. 3, p. 385, doi. 10.1137/S0040585X97983717
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- Article