Sequential testing problems for Poisson processes. (Q1848801)

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scientific article; zbMATH DE number 1828964
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    Sequential testing problems for Poisson processes.
    scientific article; zbMATH DE number 1828964

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      Sequential testing problems for Poisson processes. (English)
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      14 November 2002
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      Sequential testing
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      Bayes decision rule
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      Poisson process
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      SPRT (sequential probability ratio test)
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      optimal stopping
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      free-boundary differential-difference Stephan problem
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      principles of continuous and smooth fit
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      point (counting)(Cox) process
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      measure of jumps and its compensator
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      Itô's formula
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