The Wiener Sequential Testing Problem with Finite Horizon (Q4470150)
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scientific article; zbMATH DE number 2076725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Wiener Sequential Testing Problem with Finite Horizon |
scientific article; zbMATH DE number 2076725 |
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The Wiener Sequential Testing Problem with Finite Horizon (English)
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22 June 2004
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Sequential testing
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Wiener process
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Optimal stopping
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Finite horizon
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Parabolic free-boundary problem
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Non-linear volterra integral equations
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Curved boundary
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Local time-space calculus
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