Quickest detection problems for Bessel processes (Q2013577)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quickest detection problems for Bessel processes |
scientific article |
Statements
Quickest detection problems for Bessel processes (English)
0 references
8 August 2017
0 references
quickest detection
0 references
Bessel process
0 references
optimal stopping
0 references
Brownian motion
0 references
parabolic partial differential equation
0 references
free-boundary problem
0 references
smooth fit
0 references
entrance boundary
0 references
nonlinear Fredholm integral equation
0 references
