Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation (Q1262665)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation |
scientific article; zbMATH DE number 4124831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation |
scientific article; zbMATH DE number 4124831 |
Statements
Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation (English)
0 references
1989
0 references
sequential Bayes
0 references
Brownian motion
0 references
continuation region
0 references
asymptotics
0 references
nonnormal priors
0 references
smooth priors
0 references
continuous-time optimal stopping problems
0 references
heat equation
0 references
drift parameter
0 references
Wiener process
0 references
Chernoff's problem of testing the sign of the drift parameter
0 references
