Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings (Q5437385)

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scientific article; zbMATH DE number 5228460
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Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
scientific article; zbMATH DE number 5228460

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    Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings (English)
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    18 January 2008
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    Brownian motion
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    disorder
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    optimal stopping
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    asymptotical optimality
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    generalized Bayesian and minimax formulations of the quickest detection problem
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