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Gapeev, Pavel V. 
ORCID: 0000-0002-1346-2074 and Stoev, Yavor I.
(2024)
Quickest change-point detection problems for multidimensional Wiener processes.
Methodology and Computing in Applied Probability.
ISSN 1387-5841
(In Press)
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I.
(2020)
On some functionals of the first passage times in jump models of stochastic volatility.
Stochastic Analysis and Applications, 38 (1).
pp. 149-170.
ISSN 0736-2994
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I.
(2017)
On the construction of non-affine jump-diffusion models.
Stochastic Analysis and Applications, 35 (5).
pp. 900-918.
ISSN 0736-2994
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I.
(2017)
On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models.
Statistics and Probability Letters, 121.
pp. 152-162.
ISSN 0167-7152
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Stoev, Yavor I.
(2017)
On the sequential testing and quickest change-pointdetection problems for Gaussian processes.
Stochastics: an International Journal of Probability and Stochastic Processes.
ISSN 1744-2508
