On the Wiener disorder problem (Q990391): Difference between revisions
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Latest revision as of 09:36, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Wiener disorder problem |
scientific article |
Statements
On the Wiener disorder problem (English)
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1 September 2010
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sequential change detection
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jump-diffusion processes
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optimal stopping
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