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1702.08900
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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"
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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
1