Sequential testing problems for Poisson processes. (Q1848801)
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English | Sequential testing problems for Poisson processes. |
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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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