On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379)

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On the problems of sequential statistical inference for Wiener processes with delayed observations
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    On the problems of sequential statistical inference for Wiener processes with delayed observations (English)
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    2 November 2020
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    sequential testing problem
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    quickest change-point (disorder) detection problem
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    weighted likelihood ratio
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    (time-homogeneous) diffusion process
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    delayed optimal stopping problem
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    free-boundary problem
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    change-of-variable formula with local time on curves
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