The “Disorder” Problem for a Poisson Process
L. I. Gal’chuk, Boris L. Rozovskii · Theory of Probability and Its Applications · 1971
Previous article Next article The "Disorder" Problem for a Poisson ProcessL. I. Gal'chuk and B. L. RozovskiiL. I. Gal'chuk and B. L. Rozovskiihttps://doi.org/10.1137/1116081PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. V. Skorokhod, Studies in the theory of random processes, Translated from the Russian by Scripta Technica, Inc, Addison-Wesley Publishing Co., Inc., Reading, Mass., 1965viii+199 MR0185620 0146.37701 Google Scholar[2] L. I. Gal'čuk, The filtration of Markov processes with jumps, Uspehi Mat. Nauk, 25 (1970), 237–238, (In Russian.) MR0287621 Google Scholar[3] B. Grigelionis, A certain test of Markovianness for random processes, Litovsk. Mat. Sb., 10 (1970), 253–258, (In Russian.) MR0288926 Google Scholar[4] E. B. Dynkin, Markov processes. Vol. I, Translated with the authorization and assistance of the author by J. Fabius, V. Greenberg, A. Maitra, G. Majone. Die Grundlehren der Mathematischen Wi ssenschaften, Bände 121, Vol. 122, Academic Press Inc., Publishers, New York, 1965xii+365 MR0193671 0132.37901 CrossrefGoogle Scholar[5] A. N. Shiryaev, On two problems of sequential analysis, Kybernetika, 2 (1967), 79–86, (In Russian.) Google Scholar[6] B. I. Grigelionis and , A. N. Shiryaev, On Stefan's problem and optimal stopping rules for Markov processes, Theory Prob. Applications, 11 (1966), 541–558 10.1137/1111060 0178.53303 LinkGoogle Scholar[7] E. B. Dynkin, The optimal selection of stopping times for a Markov process, D.A.N. S.S.S.R., 150 (1963), 238–240, (In Russian.) Google Scholar[8] B. Grigelionis, The optimal stopping of Markov processes, Litovsk. Mat. Sb., 7 (1967), 265–279, (In Russian.) MR0234521 0178.53304 Google Scholar[9] N. N. Gikhman and , A. B. Skorokhod, Stochastic Differential Equations, Izd-vo "Naukova Dumka", Kiev, 1968, (In Russian.) 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