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scientific article; zbMATH DE number 1487891
| Language | Label | Description | Also known as |
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| English | No label defined |
scientific article; zbMATH DE number 1487891 |
Statements
2 May 2001
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geometric Brownian motion
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linear programming
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numerical computation
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diffusion processes
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change-point detection methods
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drifted Brownian motion
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Roberts-Shiryaev procedure
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