Detecting the presence of a random drift in Brownian motion (Q2145816)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting the presence of a random drift in Brownian motion |
scientific article |
Statements
Detecting the presence of a random drift in Brownian motion (English)
0 references
20 June 2022
0 references
sequential testing
0 references
Brownian motion
0 references
random drift
0 references
optimal stopping
0 references
parabolic partial differential equation
0 references
free-boundary problem
0 references
