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Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem - MaRDI portal

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Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem (Q1158911)

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scientific article; zbMATH DE number 3744353
Language Label Description Also known as
English
Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem
scientific article; zbMATH DE number 3744353

    Statements

    title
    Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem (English)
    0 references
    author
    Luis Caffarelli
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    A. Friedman
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    publication date
    1981
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    zbMATH Keywords
    Brownian motion
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    variational inequality
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    degenerate elliptic operator
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    changing drift
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    62L15
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    35R35
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    60G40
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    62M02
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    49J40
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    47F05
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    zbMATH DE Number
    3744353
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    OpenAlex ID
    W2083754811
    0 references
     
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