Pages that link to "Item:Q2013577"

The following pages link to Quickest detection problems for Bessel processes (Q2013577):

Displaying 30 items.

• Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
• Multidimensional investment problem (Q1702880) (← links)
• On optimal stopping of multidimensional diffusions (Q2000159) (← links)
• On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay (Q2078229) (← links)
• Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
• The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226) (← links)
• On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
• Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
• Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion (Q3556750) (← links)
• Detecting changes in real-time data: a user’s guide to optimal detection (Q4561721) (← links)
• Sequential testing problems for Bessel processes (Q4600442) (← links)
• ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
• A remark on the quickest detection problems (Q4659568) (← links)
• Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
• On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
• With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)
• Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• Bayesian quickest detection of credit card fraud (Q6121620) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
• Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs (Q6567096) (← links)
• Quickest real-time detection of multiple Brownian drifts (Q6569594) (← links)