42 citations · 72 across the 7 of their papers we have counts for
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math.PR2009
Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups
Hongzhong Zhang, Olympia Hadjiliadis
In this work we study drawdowns and drawups of general diffusion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the d…
cs.IT2009★ 12 cited
Quickest detection in coupled systems
Olympia Hadjiliadis, Tobias Schaefer, H. Vincent Poor
This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assu…