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Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 4, Pages 601–613 (Mi tvp563)  
This article is cited in 4 scientific papers (total in 4 papers)

Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis

B. I. Grigelionisa, A. N. Shiryaevb

a Vilnius
b Moscow
Full-text PDF (694 kB) Citations (4)
Abstract: We consider the following question: when in the problems of sequential analysis there exists such a finite N that ν⩽N with probability 1 where ν is the optimal stopping moment. Our criterions of truncatedness (theorem 1) generalize the results of S. N. Ray [1].
Received: 06.04.1965
English version:
Theory of Probability and its Applications, 1965, Volume 10, Issue 4, Pages 541–552
DOI: https://doi.org/10.1137/1110072
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. I. Grigelionis, A. N. Shiryaev, “Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis”, Teor. Veroyatnost. i Primenen., 10:4 (1965), 601–613; Theory Probab. Appl., 10:4 (1965), 541–552
Citation in format AMSBIB
\Bibitem{GriShi65}
\by B.~I.~Grigelionis, A.~N.~Shiryaev
\paper Some criterions of ``truncatedness'' of the optimal stopping moment in sequential analysis
\jour Teor. Veroyatnost. i Primenen.
\yr 1965
\vol 10
\issue 4
\pages 601--613
\mathnet{http://mi.mathnet.ru/tvp563}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=191065}
\zmath{https://zbmath.org/?q=an:0149.14502}
\transl
\jour Theory Probab. Appl.
\yr 1965
\vol 10
\issue 4
\pages 541--552
\crossref{https://doi.org/10.1137/1110072}
Linking options:
  • https://www.mathnet.ru/eng/tvp563
  • https://www.mathnet.ru/eng/tvp/v10/i4/p601
    • This publication is cited in the following 4 articles:
    1. North-Holland Mathematical Library, 10, Discrete-Parameter Martingales, 1975, 222  crossref
    2. Ulrich Rieder, “On stopped decision processes with discrete time parameter”, Stochastic Processes and their Applications, 3:4 (1975), 365  crossref
    3. Yu. M. Paramonov, “An explicite expression for the Bayesian risk in two cases of sequential analysis”, Theory Probab. Appl., 15:2 (1970), 349–354  mathnet  mathnet  crossref
    4. B. I. Grigelionis, A. N. Shiryaev, “On Stefan's problem and optimal stopping rules for Markov processes”, Theory Probab. Appl., 11:4 (1966), 541–558  mathnet  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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