Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179): Difference between revisions

@@ Property / author @@
-Alexey Muravlev
@@ Property / author: Alexey Muravlev / rank @@
-Normal rank
@@ Property / author @@
-Albert N. Shiryaev
@@ Property / author: Albert N. Shiryaev / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6473887
@@ Property / zbMATH DE Number: 6473887 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-sided disorder problem
@@ Property / zbMATH Keywords: two-sided disorder problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stopping
@@ Property / zbMATH Keywords: optimal stopping / rank @@
+Normal rank
@@ Property / author @@
+Alexey Muravlev
@@ Property / author: Alexey Muravlev / rank @@
+Normal rank
@@ Property / author @@
+Albert N. Shiryaev
@@ Property / author: Albert N. Shiryaev / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+The Wiener disorder problem with finite horizon
@@ Property / cites work: The Wiener disorder problem with finite horizon / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
+Normal rank
@@ Property / cites work @@
+Q5493563
@@ Property / cites work: Q5493563 / rank @@
+Normal rank
@@ Property / cites work @@
+A Change-of-Variable Formula with Local Time on Surfaces
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+On the smooth-fit principle in $ \mathbb R^n$
@@ Property / cites work: On the smooth-fit principle in $ \mathbb R^n$ / rank @@
+Normal rank
@@ Property / cites work @@
+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
+Normal rank
@@ Property / cites work @@
+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q3914255
@@ Property / cites work: Q3914255 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1134/s0081543814080124
+Normal rank
@@ Property / OpenAlex ID @@
+W2029980650
@@ Property / OpenAlex ID: W2029980650 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:492179