Stoev, Yavor I.

Item Type Year Departments File available

Mathematics

Gapeev, Pavel V., Stoev, Yavor I. (2025). Quickest change-point detection problems for multidimensional Wiener processes. Methodology and Computing in Applied Probability, 27(1). https://doi.org/10.1007/s11009-024-10124-8 picture_as_pdf

Gapeev, Pavel V., Stoev, Yavor I. (2020). On some functionals of the first passage times in jump models of stochastic volatility. Stochastic Analysis and Applications, 38(1), 149-170. https://doi.org/10.1080/07362994.2019.1657023 picture_as_pdf

Gapeev, Pavel V., Stoev, Yavor I. (2017). On the construction of non-affine jump-diffusion models. Stochastic Analysis and Applications, 35(5), 900-918. https://doi.org/10.1080/07362994.2017.1333008

Gapeev, Pavel V., Stoev, Yavor I. (2017). On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models. Statistics and Probability Letters, 121, 152-162. https://doi.org/10.1016/j.spl.2016.10.011

Gapeev, Pavel V., Stoev, Yavor I. (2017). On the sequential testing and quickest change-pointdetection problems for Gaussian processes. Stochastics: an International Journal of Probability and Stochastic Processes, https://doi.org/10.1080/17442508.2017.1284222

Stoev, Yavor (2015). Stochastic modelling and equilibrium in mathematical finance and statistical sequential analysis [Doctoral thesis]. London School of Economics and Political Science.