Pages that link to "Item:Q860699"

The following pages link to The Wiener disorder problem with finite horizon (Q860699):

Displaying 27 items.

• Disorder problem for a Brownian motion on a segment in the case of uniformly distributed moment of disorder (Q253943) (← links)
• Two-sided disorder problem for a Brownian motion in a Bayesian setting (Q492179) (← links)
• Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
• Optimal stopping with private information (Q900599) (← links)
• On the Wiener disorder problem (Q990391) (← links)
• The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
• On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
• Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
• The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226) (← links)
• On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
• Optimal control problems with disorder (Q2289032) (← links)
• The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
• An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
• Sequential Sensor Installation for Wiener Disorder Detection (Q3186529) (← links)
• Detection of disorder before an observable event (Q3429342) (← links)
• Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
• On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
• Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654) (← links)
• Quickest Detection with Discretely Controlled Observations (Q4982004) (← links)
• FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
• Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
• CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS (Q5114679) (← links)
• Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)
• DEFAULTABLE CLAIMS IN SWITCHING MODELS WITH PARTIAL INFORMATION (Q5384676) (← links)
• Author's Response (Q5894059) (← links)
• Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
• Bayesian quickest detection of credit card fraud (Q6121620) (← links)