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Lisovskii Dmitrii Igorevich
Publications in Math-Net.Ru
Sequential testing of two hypotheses for a stationary Ornstein–Uhlenbeck process
Teor. Veroyatnost. i Primenen.
,
63
:4 (2018),
713–729
Bayesian sequential testing problem for a Brownian bridge
Teor. Veroyatnost. i Primenen.
,
63
:4 (2018),
683–712
On the first-hitting times of a Brownian motion with a change point
Uspekhi Mat. Nauk
,
72
:6(438) (2017),
197–198
Bayesian disorder problem for the Brownian bridge
Uspekhi Mat. Nauk
,
71
:5(431) (2016),
177–178
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Steklov Math. Inst. of RAS
, 2024