Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654)
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scientific article; zbMATH DE number 6153155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Quickest Detection Problems for Some Diffusion Processes |
scientific article; zbMATH DE number 6153155 |
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Bayesian Quickest Detection Problems for Some Diffusion Processes (English)
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11 April 2013
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disorder detection
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multidimensional optimal stopping
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stochastic boundary
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a change-of-variable formula with local time on surfaces
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parabolic-type free-boundary problem
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