A diffusion process and its applications to detecting a change in the drift of Brownian motion (Q3687467)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A diffusion process and its applications to detecting a change in the drift of Brownian motion |
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A diffusion process and its applications to detecting a change in the drift of Brownian motion (English)
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1985
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sequential detection
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change of drift of a diffusion process
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