Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322)
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scientific article; zbMATH DE number 6308877
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| English | Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment |
scientific article; zbMATH DE number 6308877 |
Statements
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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0.91837823
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0.9132475
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0.90488327
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0.90078235
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0.9003458
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0.8959249
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