Gapeev P. V. (2010).
Two switching multiple disorder problems for Wiener processes.
arXiv:1011.0174v1 [stat.AP] (22 pp).
Submitted.
Preprint PDF
Gapeev P. V. (2006).
On maximal inequalities for some jump processes.
Discussion Paper 2006-060 of Sonderforschungsbereich 649 at Humboldt University of Berlin (12 pp).
Preprint PDF
Gapeev P. V. (2002).
Solving stochastic differential equations.
Research Report 2002-47 of Centre for Mathematical Physics and Stochasics, Aarhus (12 pp).
Preprint PDF
Gapeev P. V. (2003).
Kolmogorov's quickest detection problem for diffusion processes.
Proceedings of the International Conference Kolmogorov and Contemporary Mathematics.
Russian Academy of Sciences and Moscow State University (443–444).
Gapeev P. V. (2002).
Explicit solutions of the sequential analysis problems for compound Poisson processes with exponential jumps.
Mini-Proceedings: 2nd MaPhySto Conference on Lévy Processes: Theory and Applications.
Centre for Mathematical Physics and Stochasics, Aarhus. Miscellanea 2002-22 (117–119).