Pages that link to "Item:Q2657903"

The following pages link to Optimal real-time detection of a drifting Brownian coordinate (Q2657903):

Displaying 4 items.

• Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
• An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)