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Pavel Gapeev

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About the author and department

Personal webpage:

http://www.maths.lse.ac.uk/personal/pavel/

Mathematics Department:

http://www.lse.ac.uk/maths/home.aspx

 

Relevant research:

Gapeev P. V., Shiryaev A. N. (2011). On the sequential testing problem for some diffusion processes. Stochastics: An International Journal of Probability and Stochastic Processes 83(4–6) (519–535). http://eprints.lse.ac.uk/45265/

Gapeev P. V., Shiryaev A. N. (2013). Bayesian quickest detection problems for some diffusion processes. Advances in Applied Probability 45(1) (164–185). http://eprints.lse.ac.uk/41648/

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