scientific article; zbMATH DE number 3215685
From MaRDI portal
Publication:5342822
zbMath0133.11904MaRDI QIDQ5342822
Publication date: 1961
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (20)
Detecting the presence of a random drift in Brownian motion ⋮ Dynkin Games with Incomplete and Asymmetric Information ⋮ Bayes optimal sequential trial designs ⋮ Asymptotic inference for stochastic processes ⋮ Optimal patch use in a stochastic environment ⋮ Herbert Robbins and sequential analysis ⋮ On the existence of solutions of unbounded optimal stopping problems ⋮ Sequential testing of a Wiener process with costly observations ⋮ Anscombe’s model for sequential clinical trials revisited ⋮ Asymptotically optimal multistage tests of simple hypotheses ⋮ On Chernoff's test for a fractional Brownian motion ⋮ Optimal stopping for Brownian motion with applications to sequential analysis and option pricing ⋮ Local information and the design of sequential hypothesis tests ⋮ Evaluation of asymptotic approximations for a two-stage Bernoulli bandit ⋮ Bayesian sequential testing of the drift of a Brownian motion ⋮ Fluctuation identities with continuous monitoring and their application to the pricing of barrier options ⋮ Stopping at the maximum of geometric Brownian motion when signals are received ⋮ Optimal expulsion and optimal confinement of a Brownian particle with a switching cost ⋮ Investigations by statistical sequential analysis ⋮ A Bayesian sequential test for the drift of a fractional Brownian motion
This page was built for publication:
