Pages that link to "Item:Q3108378"
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The following pages link to On the sequential testing problem for some diffusion processes (Q3108378):
Displayed 16 items.
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- Optimal real-time detection of a drifting Brownian coordinate (Q2657903) (← links)
- An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
- Optimal sequential testing for an inverse Gaussian process (Q2805606) (← links)
- Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- Sequential testing problems for Bessel processes (Q4600442) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
- Sequential Testing Problems for Lévy Processes (Q4916302) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
- PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION (Q5389107) (← links)