Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (Q2805608)
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scientific article; zbMATH DE number 6579945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup |
scientific article; zbMATH DE number 6579945 |
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Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup (English)
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12 May 2016
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first passage times
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generalized Shiryaev-Roberts procedure
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Kolmogorov forward equation
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Markov diffusion processes
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method of separation of variables
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parabolic partial differential equations
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quickest change-point detection
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sequential analysis
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Sturm-Liouville theory
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