Geodesic
Disorder problem for self-excited process
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 3, pp. 588-597 
A. F. Aliev. Disorder problem for self-excited process. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 3, pp. 588-597. http://geodesic.mathdoc.fr/item/TVP_2012_57_3_a8/
@article{TVP_2012_57_3_a8,
     author = {A. F. Aliev},
     title = {Disorder problem for self-excited process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {588--597},
     year = {2012},
     volume = {57},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2012_57_3_a8/}
}
TY  - JOUR
AU  - A. F. Aliev
TI  - Disorder problem for self-excited process
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2012
SP  - 588
EP  - 597
VL  - 57
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_2012_57_3_a8/
LA  - ru
ID  - TVP_2012_57_3_a8
ER  - 
%0 Journal Article
%A A. F. Aliev
%T Disorder problem for self-excited process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2012
%P 588-597
%V 57
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_2012_57_3_a8/
%G ru
%F TVP_2012_57_3_a8

Voir la notice de l'article provenant de la source Math-Net.Ru

[1] Zhakod Zh., Shiryaev A. N., Predelnye teoremy dlya sluchainykh protsessov, v. 1, Nauka, M., 1994, 542 pp.; т. 2, 366 с.

[2] Kavtaradze T., Lazrieva N., Mania M., Muliere P., “A Bayesian-martingale approach to the general disorder problem”, Stochastic Process. Appl., 117:8 (2007), 1093–1120 | DOI | MR | Zbl

[3] Kushner H., Dupuis P., Numerical Methods for Stochastic Control Problems in Continuous Time, Springer-Verlag, New York, 2001, 475 pp. | MR

[4] Liptser R. Sh., Shiryaev A. N., Statistika sluchainykh protsessov, Nauka, M., 1974, 696 pp. | MR | Zbl

[5] Peskir G., Shiryaev A., Optimal Stopping and Free-Boundary Problems, Birkhäuser, Basel, 2006, 500 pp. | MR | Zbl

[6] Shiryaev A., “Quickest detection problems: Fifty years later”, Sequential Anal., 29:4 (2010), 345–385 | DOI | MR | Zbl