Investigations by statistical sequential analysis

J. A. Bather, “Bayes procedures for deciding the sign of a normal mean,” Proc. Cambridge Phil. Soc.,58, No. 4, 599–620 (1962).Google Scholar

S. N. Bernshtein, “Relationships of random values,” Complete Works [in Russian], Vol. 4, Moscow (1964).Google Scholar

A. Wald, Sequential Analysis [Russian translation], Moscow (1960).Google Scholar

A. D. Venttsel', “Equations of the theory of random Markov processes,” Teoriya Veroyat. i Ee Primen.,10, No. 3, 390–393 (1965).Google Scholar

H. Chernoff, “Sequential Tests for the Mean of a Normal Distribution,” Proc. IV Berkeley Symposium on Math. Statistics and Probability (1961).Google Scholar

B. I. Grigelionis and A. N. Shiryaev, “Curtailment criteria of the optimum stop moment in sequential analysis,”Teoriya Veroyat. i Ee Primen.,10, No. 4, 601–613 (1965).Google Scholar

B. I. Grigelionis and A. N. Shiryaev, “The Stefan problem and the optimum stop laws for a Markov process,” Teoriya Veroyat. i Ee Primen.,11, No. 4, 612–631 (1966).Google Scholar

E. E. Dynkin, “Optimum choice of the stop moment of a Markov process,” Dokl. Akad. Nauk SSSR,150, No. 2, 238–240 (1963).Google Scholar

R. E. Kalman and R. S. Bucy, “New results in linear filtering and prediction theory,” J. Basic Eng.,83, 95–108 (1961).Google Scholar

A. N. Kolmogorov, “Analytical methods in probability theory,” Uspekhi Matem. Nauk,5, 5–41 (1938).Google Scholar

A. N. Kolmogorov, “Steady sequences in Hilbert space,” Byull. Mosk. Un-ta,2, No. 6, 1–40 (1941).Google Scholar

A. N. Kolmogorov, “Interpolation and extrapolation of steady random sequences,” Izv. Akad. Nauk SSSR, Ser. Matem.,5, 3–14 (1941).Google Scholar

H. J. Kushner, “On the differential equations satisfied by conditional probability densities of Markov processes, with applications,” J. SIAM Control, Ser. A,2, 1061 (1964).Google Scholar

R. Sh. Liptser, “Filtration and extrapolation of the components of Markov diffusion processes,” Teoriya Veroyat, i Ee Primen.,12, No. 4, 764–765 (1967).Google Scholar

V. S. Mikhalevich, “Bayes choice between two hypotheses on the mean of a normal process,” Vestnik Kievskogo Un-ta,1, No. 1, 101–104 (1958).Google Scholar

S. N. Ray, “Bounds on the maximum sample size of a Bayes sequential procedure,” Proc. Amer. Math. Soc.,36, No. 3, 859–878 (1965).Google Scholar

Yu. A. Rozanov, Steady Random Processes [in Russian], Moscow (1963).Google Scholar

L. I. Rubinshtein, The Stefan Problem [in Russian], Riga (1967).Google Scholar

R. L. Stratonovich, “Conditional Markov processes,” Teoriya Veroyat. iEe Primen.,5, No. 2, 172–195 (1960).Google Scholar

R. L. Stratonovich, Conditional Markov Processes and Their Application in Optimum Control Theory [in Russian], Moscow (1966).Google Scholar

N. Wiener, Extrapolation, Interpolation, and Smoothing of Stationary Time Series, Cambridge-New York (1949).Google Scholar

A. N. Shiryaev, On the Theory of Solution Functions and the Control of the Observation Process by Incomplete Data [in Russian], Trans, III Prague Conference (1962) on Information Theory, Statistical Decision Functions, Random Processes, Prague (1964).Google Scholar

A. N. Shiryaev, “On Markov sufficient statistics in nonadditive Bayes problems of sequential analysis,” Teoriya Veroyat. i ee Primen.,9, No. 4, 670–686 (1964).Google Scholar

A. N. Shiryaev, “Some exact formulas in a “failure” problem,” Teoriya Veroyat iEe Primen.,10, No. 2, 380–385, (1965).Google Scholar

A. N. Shiryaev, “Sequential analysis and controlled random processes (discrete time),” Kibernetika,3, 1–24 (1965).Google Scholar

A. N. Shiryaev, On the Conditions of “Smooth Sticking” Of Hazards in Optimum Stopping Problems [in Russian], Proceedings of the International Congress of Mathematicians (1966), Section 11, ICM (1966), p. 58–59.Google Scholar

A. N. Shiryaev, “On stochastic equations in the theory of conditional Markov processes,” Teoriya Veryat. i Ee Primen.,11, No. 2, 200–206 (1966).Google Scholar

A. N. Shiryaev, “Stochastic equations of nonlinear filtering of discontinuous Markov processes,” Problemy PeredachiInformatsii,2, No. 2, 3–22 (1966); Ibid.,3, No. 1, 86–87 (1967).Google Scholar

A. N. Shiryaev, Some New Results in the Theory of Controlled Random Processes [in Russian], Trans. IV Prague Conference (1965), on Information Theory, Statistical Decision Functions, Random Processes, Prague (1967).Google Scholar