An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal sequential procedure for determining the drift of a Brownian motion among three values |
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An optimal sequential procedure for determining the drift of a Brownian motion among three values (English)
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24 April 2023
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Bayesian formulation
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Brownian motion
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free-boundary problem
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non-monotone boundary
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optimal stopping
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sequential analysis
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