Detection of disorder before an observable event

DOI10.1080/17442500601096190zbMath1110.60040OpenAlexW2014154468MaRDI QIDQ3429342

Arne Løkka

Publication date: 30 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500601096190

Mathematics Subject Classification ID

Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites Work

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