Bayesian Switching Multiple Disorder Problems (Q3186546)
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scientific article
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English | Bayesian Switching Multiple Disorder Problems |
scientific article |
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Bayesian Switching Multiple Disorder Problems (English)
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10 August 2016
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Bayesian switching multiple disorder problem
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optimal switching problem
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Brownian motion
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diffusion process
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continuous-time Markov chain
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coupled parabolic-type free-boundary problem
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a change-of-variable formula with local time on surfaces
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Heun's double confluent function
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