Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322)
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scientific article; zbMATH DE number 6308877
Language | Label | Description | Also known as |
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English | Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment |
scientific article; zbMATH DE number 6308877 |
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Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (English)
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26 June 2014
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optimal stopping problems
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disorder detection problems
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Shiryaev-Roberts statistic
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