Bayesian Disorder Problems on Filtered Probability Spaces

DOI10.1137/S0040585X97986072zbMath1280.62035OpenAlexW2082851116MaRDI QIDQ2863591

Albert N. Shiryaev, Mikhail Zhitlukhin

Publication date: 22 November 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986072

Mathematics Subject Classification ID

Bayesian inference (62F15) Brownian motion (60J65) Optimal stopping in statistics (62L15)

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