Bayesian problems of sequential discrimination between hypotheses for continuous random processes

DOI10.1070/RM2000V055N01ABEH000255MaRDI QIDQ4515846zbMATH OpenOpenAlexFDO

Authors Pavel Gapeev

Publication date 23 November 2000

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm2000v055n01abeh000255

zbMATH Keywords

diffusion processesfractal Brownian motion

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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(4)

• A Bayesian sequential testing problem of three hypotheses for Brownian motion
• Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion
• scientific article; zbMATH DE number 892102 (Why is no real title available?)
• Optimal Stopping Rules

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