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

DOI10.1070/RM2011v066n05ABEH004765zbMath1370.62037MaRDI QIDQ3116607

Alexey Muravlev, Mikhail Zhitlukhin

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)

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