Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1010.3430 / rank | |||
Normal rank | |||
Revision as of 21:38, 19 April 2024
scientific article; zbMATH DE number 6153155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Quickest Detection Problems for Some Diffusion Processes |
scientific article; zbMATH DE number 6153155 |
Statements
Bayesian Quickest Detection Problems for Some Diffusion Processes (English)
0 references
11 April 2013
0 references
disorder detection
0 references
multidimensional optimal stopping
0 references
stochastic boundary
0 references
a change-of-variable formula with local time on surfaces
0 references
parabolic-type free-boundary problem
0 references
