On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion (Q2874150)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion |
scientific article |
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On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion (English)
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28 January 2014
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Chernoff's problem
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sequential hypotheses testing
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optimal stopping problem
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integral equations
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