Detecting the presence of a random drift in Brownian motion (Q2145816)
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scientific article; zbMATH DE number 7544413
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting the presence of a random drift in Brownian motion |
scientific article; zbMATH DE number 7544413 |
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Detecting the presence of a random drift in Brownian motion (English)
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20 June 2022
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sequential testing
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Brownian motion
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random drift
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optimal stopping
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parabolic partial differential equation
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free-boundary problem
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0.8424874544143677
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0.835282564163208
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0.8336150646209717
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