The Wiener Sequential Testing Problem with Finite Horizon (Q4470150)
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scientific article; zbMATH DE number 2076725
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The Wiener Sequential Testing Problem with Finite Horizon |
scientific article; zbMATH DE number 2076725 |
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The Wiener Sequential Testing Problem with Finite Horizon (English)
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22 June 2004
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Sequential testing
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Wiener process
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Optimal stopping
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Finite horizon
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Parabolic free-boundary problem
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Non-linear volterra integral equations
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Curved boundary
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Local time-space calculus
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0.9024593234062196
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0.8518542051315308
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0.8403891921043396
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0.8316498398780823
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0.8228700160980225
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