Problems in sequential decision between hypotheses for a combined Poisson process with exponential jumps

DOI10.1070/RM2002V057N06ABEH000577MaRDI QIDQ4816633zbMATH OpenOpenAlexFDO

Authors Pavel Gapeev

Publication date 10 September 2004

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

Full work available at URL https://doi.org/10.1070/rm2002v057n06abeh000577

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Bayesian problems; characterization of Bayes procedures (62C10)

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(7)

• Some remarks on first passage of Lévy processes, the American put and pasting principles
• Sequential testing problems for Lévy processes
• Sequential multi-hypothesis testing for compound Poisson processes
• Sequential testing of simple hypotheses about compound Poisson processes
• scientific article; zbMATH DE number 4082786 (Why is no real title available?)
• Bayesian problems of sequential discrimination between hypotheses for continuous random processes
• Multisource Bayesian sequential binary hypothesis testing problem

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