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On the Wiener disorder problem - MaRDI portal

On the Wiener disorder problem (Q990391)

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On the Wiener disorder problem
scientific article

    Statements

    title
    On the Wiener disorder problem (English)
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    author
    Semih Onur Sezer
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    publication date
    1 September 2010
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    zbMATH Keywords
    sequential change detection
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    jump-diffusion processes
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    optimal stopping
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    Identifiers

    DOI
    10.1214/09-AAP655
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    Mathematics Subject Classification ID
    62L10
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    62C10
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    62P05
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    62M07
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    62L15
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    60G40
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    zbMATH DE Number
    5776896
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    arXiv ID
    1010.4617
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    OpenAlex ID
    W1981766998
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