Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem (Q1158911)
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English | Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem |
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Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem (English)
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1981
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Brownian motion
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variational inequality
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degenerate elliptic operator
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changing drift
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