Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 51 (1996) no. 4, pp. 750-751

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     author = {A. N. Shiryaev},
     title = {Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
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     volume = {51},
     number = {4},
     year = {1996},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/}
}
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A. N. Shiryaev. Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 51 (1996) no. 4, pp. 750-751. http://geodesic.mathdoc.fr/item/RM_1996_51_4_a14/