Sequential testing problems for Bessel processes (Q4600442)
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scientific article; zbMATH DE number 6823259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential testing problems for Bessel processes |
scientific article; zbMATH DE number 6823259 |
Statements
Sequential testing problems for Bessel processes (English)
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9 January 2018
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sequential testing
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Brownian motion
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Bessel process
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optimal stopping
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parabolic partial differential equation
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free-boundary problem
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smooth fit
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entrance boundary
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nonlinear Volterra integral equation
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the change-of-variable formula with local time on curves
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signal-to-noise ratio
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