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Detecting the presence of a random drift in Brownian motion - MaRDI portal

Detecting the presence of a random drift in Brownian motion (Q2145816)

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Detecting the presence of a random drift in Brownian motion
scientific article

    Statements

    title
    Detecting the presence of a random drift in Brownian motion (English)
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    author
    Yanyan Li
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    publication date
    20 June 2022
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    zbMATH Keywords
    sequential testing
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    Brownian motion
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    random drift
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    optimal stopping
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    parabolic partial differential equation
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    free-boundary problem
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    cites work
    Q5342822
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    Q3378055
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    Q4778192
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    Q4508926
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    Q4172681
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    Q5783814
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    62L10
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    62L15
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    60J65
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    zbMATH DE Number
    7544413
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    OpenAlex ID
    W3167211567
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