Quickest detection problems for Bessel processes (Q2013577)
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scientific article; zbMATH DE number 6758690
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| English | Quickest detection problems for Bessel processes |
scientific article; zbMATH DE number 6758690 |
Statements
Quickest detection problems for Bessel processes (English)
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8 August 2017
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quickest detection
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Bessel process
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optimal stopping
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Brownian motion
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parabolic partial differential equation
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free-boundary problem
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smooth fit
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entrance boundary
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nonlinear Fredholm integral equation
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