On Chernoff's hypotheses testing problem for the drift of a Brownian motion (Q2874150)
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scientific article; zbMATH DE number 6251455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Chernoff's hypotheses testing problem for the drift of a Brownian motion |
scientific article; zbMATH DE number 6251455 |
Statements
28 January 2014
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Chernoff's problem
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sequential hypotheses testing
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optimal stopping problem
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integral equations
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On Chernoff's hypotheses testing problem for the drift of a Brownian motion (English)
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