An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion

15 January 2016

Papers citing "An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion"

3 / 3 papers shown

Title
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion Kexuan Li Aleksey S. Polunchenko 14 2 0 05 Jul 2019
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift Aleksey S. Polunchenko 39 4 0 28 Feb 2017
On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion Aleksey S. Polunchenko 19 12 0 21 Jun 2016