Pages that link to "Item:Q1848801"
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The following pages link to Sequential testing problems for Poisson processes. (Q1848801):
Displaying 50 items.
- A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance (Q110995) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Sequential testing of simple hypotheses about compound Poisson processes (Q860706) (← links)
- A continuous-time sequential testing problem (Q914306) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
- Sequential tracking of a hidden Markov chain using point process observations (Q1019610) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- On Neyman-Pearson minimax detection of Poisson process intensity (Q2040944) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- Bottleneck options (Q2255011) (← links)
- On the single-leg airline revenue management problem in continuous time (Q2264102) (← links)
- A quickest detection problem with an observation cost (Q2346078) (← links)
- Bayesian sequential tests of the initial size of a linear pure death process (Q2348334) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- On infinite horizon optimal stopping of general random walk (Q2483012) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Optimal sequential testing for an inverse Gaussian process (Q2805606) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- On the Wald's Sequential Probability Ratio Test for Lévy Processes (Q2854353) (← links)
- On one problem of hypothesis testing (Q2869705) (← links)
- Finite Horizon Decision Timing with Partially Observable Poisson Processes (Q2904311) (← links)
- On the sequential testing problem for some diffusion processes (Q3108378) (← links)
- Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- A Collocation Method for the Sequential Testing of a Gamma Process (Q3448723) (← links)
- Asymptotic properties of the solution to the sequential testing problem on a finite horizon (Q3465086) (← links)
- From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
- Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution (Q3630051) (← links)
- Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- Sequential testing of a Wiener process with costly observations (Q4639218) (← links)
- Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps (Q4816633) (← links)
- Sequential Testing Problems for Lévy Processes (Q4916302) (← links)
- Bayesian Sequential Composite Hypothesis Testing in Discrete Time (Q5079516) (← links)
- Multi-dimensional sequential testing and detection (Q5094575) (← links)
- Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen (Q5190362) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Sequential multi-hypothesis testing for compound Poisson processes (Q5451159) (← links)
- American step-up and step-down default swaps under Lévy models (Q5746748) (← links)
- A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
