Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation (Q1262665)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation |
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Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation (English)
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1989
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sequential Bayes
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Brownian motion
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continuation region
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asymptotics
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nonnormal priors
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smooth priors
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continuous-time optimal stopping problems
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heat equation
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drift parameter
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Wiener process
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Chernoff's problem of testing the sign of the drift parameter
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