Bayesian Quickest Detection Problems for Some Diffusion Processes (Q4915654)
From MaRDI portal
scientific article; zbMATH DE number 6153155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Quickest Detection Problems for Some Diffusion Processes |
scientific article; zbMATH DE number 6153155 |
Statements
Bayesian Quickest Detection Problems for Some Diffusion Processes (English)
0 references
11 April 2013
0 references
disorder detection
0 references
multidimensional optimal stopping
0 references
stochastic boundary
0 references
a change-of-variable formula with local time on surfaces
0 references
parabolic-type free-boundary problem
0 references
0 references
0 references
0 references
