On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion
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Publication:3556750
DOI10.1137/S0040585X97983882zbMath1393.60041OpenAlexW2036419507MaRDI QIDQ3556750
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97983882
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)
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