The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria |
scientific article |
Statements
The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (English)
0 references
30 August 2022
0 references
Bessel process and Brownian motion
0 references
change-point/disorder problem
0 references
diffusion processes
0 references
epsilon-linear and expected total miss criteria
0 references
optimal stopping
0 references
0 references
0 references
