The drawdown process of a one-dimensional regular diffusion process X is given by X
reflected at its running maximum. The drawup process is given by X reflected at its running …

The automotive industry requirements for vehicle weight reduction, weight containment,
improved part functionality and passenger safety have resulted in the increased use of steel …

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 …

We study a Wiener disorder problem of detecting the minimum of N change-points in N
observation channels coupled by correlated noises. It is assumed that the observations in …

In this work, we consider the problem of sequential decision making on the state of a two-
sensor system with correlated noise. Each of the sensors is either receiving or not receiving …

A class of stochastic processes characterized by rapid transitions in their structure is
considered and the quickest detection of such transitions is studied in a Bayesian …

This dissertation addresses the change point detection problem when either the post-
change distribution has uncertainty or the post-change distribution is time inhomogeneous …