Quickest change-point detection problems for multidimensional Wiener processes

From MaRDI portal

Jump to:navigation, search

DOI10.1007/S11009-024-10124-8MaRDI QIDQ7027062zbMATH OpenFDO

Authors Pavel Gapeev, Yavor I. Stoev

Publication date 14 February 2025

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

optimal stopping nonlinear Fredholm integral equation multidimensional Wiener process stochastic boundary change point detection problem partial differential free boundary problem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Diffusion processes (60J60) Bayesian problems; characterization of Bayes procedures (62C10) Free boundary problems for PDEs (35R35) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Fredholm integral equations (45B99)

This page was built for publication: Quickest change-point detection problems for multidimensional Wiener processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7027062)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Quickest_change-point_detection_problems_for_multidimensional_Wiener_processes&oldid=76758087"