Dalang, Robert C.; Shiryaev, Albert N. A quickest detection problem with an observation cost. (English) Zbl 1326.60052 Ann. Appl. Probab. 25, No. 3, 1475-1512 (2015). MSC: 60G35 60G40 93E11 93E20 60J65 60H10 94A13 PDFBibTeX XMLCite \textit{R. C. Dalang} and \textit{A. N. Shiryaev}, Ann. Appl. Probab. 25, No. 3, 1475--1512 (2015; Zbl 1326.60052) Full Text: DOI arXiv Euclid
Novikov, A.; Shiryaev, A. N. Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. (English) Zbl 1291.62151 Sequential Anal. 33, No. 2, 182-185 (2014). MSC: 62L12 60G40 62M10 62F25 60G10 PDFBibTeX XMLCite \textit{A. Novikov} and \textit{A. N. Shiryaev}, Sequential Anal. 33, No. 2, 182--185 (2014; Zbl 1291.62151) Full Text: DOI
Gapeev, Pavel V.; Shiryaev, Albert N. Bayesian quickest detection problems for some diffusion processes. (English) Zbl 1261.62077 Adv. Appl. Probab. 45, No. 1, 164-185 (2013). MSC: 62M05 62F15 62L15 60H10 PDFBibTeX XMLCite \textit{P. V. Gapeev} and \textit{A. N. Shiryaev}, Adv. Appl. Probab. 45, No. 1, 164--185 (2013; Zbl 1261.62077) Full Text: DOI arXiv Euclid Link
Shiryaev, Albert N. Quickest detection problems: fifty years later. (English) Zbl 1203.62137 Sequential Anal. 29, No. 4, 345-385 (2010). MSC: 62L15 62L10 62F15 PDFBibTeX XMLCite \textit{A. N. Shiryaev}, Sequential Anal. 29, No. 4, 345--385 (2010; Zbl 1203.62137) Full Text: DOI
Novikov, Alexander; Shiryaev, Albert On a solution of the optimal stopping problem for processes with independent increments. (English) Zbl 1114.60035 Stochastics 79, No. 3-4, 393-406 (2007). MSC: 60G40 60G51 PDFBibTeX XMLCite \textit{A. Novikov} and \textit{A. Shiryaev}, Stochastics 79, No. 3--4, 393--406 (2007; Zbl 1114.60035) Full Text: DOI Link