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The standard Poisson disorder problem revisited

Stochastic Processes and their Applications, 115(9): 1437--1450, 2005.
Authors: Erhan Bayraktar and Savas Dayanik and Ioannis Karatzas
URL: http://www.sciencedirect.com/science/article/B6V1B-4G98WYN-3/1/5730f13e413a694f2788a5b7e9c78d07
Description: Stochastic Processes and their Applications
Tags: Poisson disorder problem
| URL | BibTeX  
@article{Bayraktar2005,
title = {The standard Poisson disorder problem revisited},
author = {Erhan Bayraktar and Savas Dayanik and Ioannis Karatzas},
journal = {Stochastic Processes and their Applications},
month = {Sep},
number = {9},
pages = {1437--1450},
url = {http://www.sciencedirect.com/science/article/B6V1B-4G98WYN-3/1/5730f13e413a694f2788a5b7e9c78d07},
volume = {115},
year = {2005},
description = {Stochastic Processes and their Applications},
keywords = {Poisson disorder problem }
}