Sequential testing problems for Poisson processes. (Q1848801)

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Sequential testing problems for Poisson processes.
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    Sequential testing problems for Poisson processes. (English)
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    14 November 2002
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    Sequential testing
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    Bayes decision rule
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    Poisson process
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    SPRT (sequential probability ratio test)
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    optimal stopping
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    free-boundary differential-difference Stephan problem
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    principles of continuous and smooth fit
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    point (counting)(Cox) process
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    measure of jumps and its compensator
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    Itô's formula
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