Quickest change-point detection problems for multidimensional Wiener processes (Q7027062)
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scientific article; zbMATH DE number 7984916
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| English | Quickest change-point detection problems for multidimensional Wiener processes |
scientific article; zbMATH DE number 7984916 |
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Quickest change-point detection problems for multidimensional Wiener processes (English)
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14 February 2025
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change point detection problem
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multidimensional Wiener process
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optimal stopping
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stochastic boundary
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partial differential free boundary problem
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nonlinear Fredholm integral equation
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