An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484)
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scientific article; zbMATH DE number 7677802
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| English | An optimal sequential procedure for determining the drift of a Brownian motion among three values |
scientific article; zbMATH DE number 7677802 |
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An optimal sequential procedure for determining the drift of a Brownian motion among three values (English)
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24 April 2023
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Bayesian formulation
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Brownian motion
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free-boundary problem
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non-monotone boundary
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optimal stopping
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sequential analysis
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0.8527989983558655
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0.8506630063056946
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0.8495926856994629
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0.8218820095062256
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