Bayesian Quickest Detection Problems for Some Diffusion Processes. Gapeev, P. V. & Shiryaev, A. N. Advances in Applied Probability, 45(1):164–185, March, 2013.
Paper doi bibtex @Article{Gapeev:2013:BQD,
author = "Pavel V. Gapeev and Albert N. Shiryaev",
title = "{Bayesian} Quickest Detection Problems for Some
Diffusion Processes",
journal = j-ADV-APPL-PROB,
volume = "45",
number = "1",
pages = "164--185",
month = mar,
year = "2013",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/41806004",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Thu Mar 5 11:03:49 MST 2015",
bibsource = "http://www.jstor.org/stable/i40085127;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/41806004",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html;
https://www.cambridge.org/core/journals/advances-in-applied-probability;
http://projecteuclid.org/euclid.aap/",
}
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