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The effect of truncation on a sequential test for the drift of brownian motion - MaRDI portal

The effect of truncation on a sequential test for the drift of brownian motion (Q3834903)

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The effect of truncation on a sequential test for the drift of brownian motion
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    The effect of truncation on a sequential test for the drift of brownian motion (English)
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    1989
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    Brownian motion
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    free boundary problem
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    truncated test
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    sign of a normal mean
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    parabolic boundary
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    repeated significance tests
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    inner bounds on the optimal stopping boundary
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    asymptotic expansions
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