Bayesian Switching Multiple Disorder Problems (Q3186546)

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Bayesian Switching Multiple Disorder Problems
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    Bayesian Switching Multiple Disorder Problems (English)
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    10 August 2016
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    Bayesian switching multiple disorder problem
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    optimal switching problem
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    Brownian motion
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    diffusion process
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    continuous-time Markov chain
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    coupled parabolic-type free-boundary problem
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    a change-of-variable formula with local time on surfaces
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    Heun's double confluent function
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