scientific article; zbMATH DE number 3215685
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Publication:5342822
Cited in
(23)- Asymptotic inference for stochastic processes
- Optimal patch use in a stochastic environment
- Herbert Robbins and sequential analysis
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
- Local information and the design of sequential hypothesis tests
- Evaluation of asymptotic approximations for a two-stage Bernoulli bandit
- On Chernoff's test for a fractional Brownian motion
- Detecting the presence of a random drift in Brownian motion
- Asymptotically optimal multistage tests of simple hypotheses
- Investigations by statistical sequential analysis
- Bayesian sequential testing of the drift of a Brownian motion
- Stopping at the maximum of geometric Brownian motion when signals are received
- Sequential testing of a Wiener process with costly observations
- Anscombe's model for sequential clinical trials revisited
- On the existence of solutions of unbounded optimal stopping problems
- A Bayesian sequential test for the drift of a fractional Brownian motion
- Dynkin games with incomplete and asymmetric information
- Coordination with sequential information acquisition
- On a correspondence between optimal stopping problems on finite and infinite time intervals
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
- Grab it before it's gone: testing uncertain rewards under a stochastic deadline
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost
- Bayes optimal sequential trial designs
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