On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion (Q2874150): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/s0040585x97986266 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1994779037 / rank | |||
Normal rank |
Latest revision as of 08:31, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion |
scientific article |
Statements
On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion (English)
0 references
28 January 2014
0 references
Chernoff's problem
0 references
sequential hypotheses testing
0 references
optimal stopping problem
0 references
integral equations
0 references