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Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment - MaRDI portal

Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322)

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scientific article; zbMATH DE number 6308877
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Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment
scientific article; zbMATH DE number 6308877

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    Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (English)
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    26 June 2014
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    optimal stopping problems
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    disorder detection problems
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    Shiryaev-Roberts statistic
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