A Note on the Quasi-Stationary Distribution of the Shiryaev Martingale on the Positive Half-Line

14 November 2017

Papers citing "A Note on the Quasi-Stationary Distribution of the Shiryaev Martingale on the Positive Half-Line"

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 41 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 15 3 0 05 Apr 2019