Quickest real-time detection of a Brownian coordinate drift (Q2083260)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quickest real-time detection of a Brownian coordinate drift |
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Quickest real-time detection of a Brownian coordinate drift (English)
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10 October 2022
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Brownian motion
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elliptic partial differential equation
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free-boundary problem
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nonlinear Fredholm integral equation
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optimal stopping
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quickest detection
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smooth fit
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the change-of-variable formula with local time on surfaces
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