Pages that link to "Item:Q4596535"
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The following pages link to Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift (Q4596535):
Displaying 3 items.
- Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249) (← links)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
- Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731) (← links)