Quickest real-time detection of a Brownian coordinate drift (Q2083260)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quickest real-time detection of a Brownian coordinate drift |
scientific article |
Statements
Quickest real-time detection of a Brownian coordinate drift (English)
0 references
10 October 2022
0 references
Brownian motion
0 references
elliptic partial differential equation
0 references
free-boundary problem
0 references
nonlinear Fredholm integral equation
0 references
optimal stopping
0 references
quickest detection
0 references
smooth fit
0 references
the change-of-variable formula with local time on surfaces
0 references