A Bayesian-martingale approach to the general disorder problem (Q2372468)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian-martingale approach to the general disorder problem |
scientific article |
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A Bayesian-martingale approach to the general disorder problem (English)
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27 July 2007
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disorder problem
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change-point
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Bayesian-martingale approach
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reflecting backward equation
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Wiener process
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Poisson process
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value process
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optimal stopping
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