The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226)
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scientific article; zbMATH DE number 7578046
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| English | The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria |
scientific article; zbMATH DE number 7578046 |
Statements
The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (English)
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30 August 2022
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Bessel process and Brownian motion
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change-point/disorder problem
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diffusion processes
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epsilon-linear and expected total miss criteria
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optimal stopping
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0.8837848
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0.8713211
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0.8695359
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0.8663058
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0.8654863
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0.86544454
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