1

On the Wald's Sequential Probability Ratio Test for Lévy Processes

Year:
2013
Language:
english
File:
PDF, 271 KB
english, 2013
3

Sequential Testing Problems for Lévy Processes

Year:
2013
Language:
english
File:
PDF, 375 KB
english, 2013
4

A remark on optimal variance stopping problems

Year:
2015
Language:
english
File:
PDF, 907 KB
english, 2015
6

On the Disorder Problem for a Negative Binomial Process

Year:
2015
Language:
english
File:
PDF, 156 KB
english, 2015
8

Optimal sequential testing for an inverse Gaussian process

Year:
2016
Language:
english
File:
PDF, 651 KB
english, 2016
9

A remark on optimal variance stopping problems

Year:
2015
Language:
english
File:
PDF, 890 KB
english, 2015
10

On the Disorder Problem for a Negative Binomial Process

Year:
2015
Language:
english
File:
PDF, 179 KB
english, 2015