The following pages link to On the Wiener disorder problem (Q990391):
Displayed 7 items.
- Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Multisource Bayesian sequential binary hypothesis testing problem (Q1945073) (← links)
- Sequential Sensor Installation for Wiener Disorder Detection (Q3186529) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise (Q5252225) (← links)