Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608)

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Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup
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    Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (English)
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    12 May 2016
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    first passage times
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    generalized Shiryaev-Roberts procedure
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    Kolmogorov forward equation
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    Markov diffusion processes
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    method of separation of variables
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    parabolic partial differential equations
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    quickest change-point detection
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    sequential analysis
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    Sturm-Liouville theory
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