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

28 February 2017

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

3 / 3 papers shown

Title
More On the Quasi-Stationary Distribution of the Shiryaev--Roberts Diffusion Soumik Banerjee Aleksey S. Polunchenko 34 0 0 30 Oct 2023
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion Kexuan Li Aleksey S. Polunchenko 38 2 0 05 Jul 2019
Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval Kexuan Li Aleksey S. Polunchenko Andrey Pepelyshev 13 3 0 05 Apr 2019