Stochastic disorder problems (Q4622995)
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scientific article; zbMATH DE number 7024676
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic disorder problems |
scientific article; zbMATH DE number 7024676 |
Statements
Stochastic Disorder Problems (English)
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18 February 2019
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optimal stopping rules
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dynamical analysis of statistical data
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stochastic disorder problems
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quickest detection problems
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discrete and continuous time optimal stopping times
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formulations of the quickest detection problems
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basic settings of the quickest detection problems
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solutions of the quickest detection problems
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disorder on filtered probability spaces
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Brownian motion, multi-stage the quickest detection
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breakdown of a stationary regime
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0.8402189016342163
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0.8206196427345276
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0.8090285658836365
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0.8081993460655212
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