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Ustinov Philipp Alexandrovich
Publications in Math-Net.Ru
Average delay time asymptotics in the generalized Bayesian Lévy disorder problem
Uspekhi Mat. Nauk
,
64
:1(385) (2009),
161–162
A problem of the fastest detection of regime changing for Levy processes
Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.
, 2009, no. 2,
69–71
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Steklov Math. Inst. of RAS
, 2026