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Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts
  Diffusion with Constant Positive Drift

Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift

28 February 2017
Aleksey S. Polunchenko
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Papers citing "Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift"

1 / 1 papers shown
Title
On the Convergence Rate of the Quasi- to Stationary Distribution for the
  Shiryaev-Roberts Diffusion
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
1