Disorder Problem for Poisson Process in Generalized Bayesian Setting (Q3556740)

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Disorder Problem for Poisson Process in Generalized Bayesian Setting
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    Disorder Problem for Poisson Process in Generalized Bayesian Setting (English)
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    26 April 2010
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    disorder
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    Poisson process
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    optimal stopping
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    differential-difference equation
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    free-boundary problem
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    continuous-fit condition
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    smooth-fit condition
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    Bayesian risk
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