References
- Bather , J. A. 1967 . On a quickest detection problem . Ann. Math. Statistics , 38 : 711 – 724 .
- Bojdecki , T. 1979 . Probability maximizing approach to optimal stopping and its application to a disorder problem . Stochastics , 3 : 61 – 71 .
- Dynkin , E. B. 1965 . Markov Processes , Vol. 1 , Berlin-Gottingen, Heidelberg : Springer .
- Friedman , A. 1975 . Stochastic Differential Equations and Applications , Vol. 1 , New York : Academic Press .
- lto , K. 1978 . Probability Theory , Vol. 1,2,3 , Tokyo, Japanese : Iwanami .
- Liptser , R. S. and Shiryaev , A. N. 1977 . Statistics of Random Processes , Vol. 1 , New York : Springer .
- Shiryaev , A. N. 1973 . “ American Mathematical Society ” . In Statistical Sequential Analysis , Rhode Island : Providence .
- Shiryaev , A. N. 1963 . On optimal methods in quickest detection problems . Theory of Prob. and Appl , 8 : 22 – 46 .
- Yoshida , M. 1984 . Probability maximizing approach to a secretary problem with random change-point of the distribution law of observed process . J. Appl. Prob , 8
- Zakai , M. 1969 . On the optimal filtering of diffusion processes . Z. Wahrscheinlichkeits-theorie verw. Gebiete , 11 : 230 – 243 .