Bayesian quickest detection problems for some diffusion processes (Q4915654)
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scientific article; zbMATH DE number 6153155
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| English | Bayesian quickest detection problems for some diffusion processes |
scientific article; zbMATH DE number 6153155 |
Statements
Bayesian Quickest Detection Problems for Some Diffusion Processes (English)
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11 April 2013
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disorder detection
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multidimensional optimal stopping
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stochastic boundary
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a change-of-variable formula with local time on surfaces
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parabolic-type free-boundary problem
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0.8466776609420776
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0.8438286781311035
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0.8403467535972595
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0.8333864212036133
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0.8319066166877747
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