On Chernoff's hypotheses testing problem for the drift of a Brownian motion (Q2874150)
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scientific article; zbMATH DE number 6251455
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| English | On Chernoff's hypotheses testing problem for the drift of a Brownian motion |
scientific article; zbMATH DE number 6251455 |
Statements
28 January 2014
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Chernoff's problem
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sequential hypotheses testing
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optimal stopping problem
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integral equations
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On Chernoff's hypotheses testing problem for the drift of a Brownian motion (English)
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0.8702515959739685
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0.8650529980659485
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0.8366532325744629
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0.834338903427124
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