Detecting the presence of a random drift in Brownian motion (Q2145816)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting the presence of a random drift in Brownian motion |
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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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