Bayesian sequential testing of the drift of a Brownian motion (Q2786497): Difference between revisions

@@ Property / DOI @@
-.1051/ps/2015012
@@ Property / DOI: 10.1051/ps/2015012 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2964254646
@@ Property / OpenAlex ID: W2964254646 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00675
@@ Property / arXiv ID: 1509.00675 / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Q5620287
@@ Property / cites work: Q5620287 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5641931
@@ Property / cites work: Q5641931 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Tests for the Mean of a Normal Distribution II (Large $t$)
+Normal rank
@@ Property / cites work @@
+Q5342822
@@ Property / cites work: Q5342822 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Test for the Mean of a Normal Distribution III (Small $t$)
+Normal rank
@@ Property / cites work @@
+Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)
+Normal rank
@@ Property / cites work @@
+Properties of American option prices
@@ Property / cites work: Properties of American option prices / rank @@
+Normal rank
@@ Property / cites work @@
+The Wiener Sequential Testing Problem with Finite Horizon
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility time and properties of option prices
@@ Property / cites work: Volatility time and properties of option prices / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability theory. A comprehensive course.
@@ Property / cites work: Probability theory. A comprehensive course. / rank @@
+Normal rank
@@ Property / cites work @@
+Nearly optimal sequential tests of composite hypotheses
+Normal rank
@@ Property / cites work @@
+Q4352612
@@ Property / cites work: Q4352612 / rank @@
+Normal rank
@@ Property / cites work @@
+A change-of-variable formula with local time on curves
+Normal rank
@@ Property / cites work @@
+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion
+Normal rank
@@ Property / DOI @@
+.1051/PS/2015012
@@ Property / DOI: 10.1051/PS/2015012 / rank @@
+Normal rank