On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem

DOI10.1070/RM2011V066N05ABEH004765MaRDI QIDQ3116607zbMATH OpenFDO

Authors M. V. Zhitlukhin, A. Muravlev

Publication date 25 February 2012

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/umn/v66/i5/p18

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stopping in statistics (62L15)

Cited in

(1)

• On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model

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