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Quickest Real-Time Detection of Multiple Brownian Drifts - MaRDI portal

Quickest Real-Time Detection of Multiple Brownian Drifts

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Publication:6435987

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arXiv2305.05721MaRDI QIDQ6435987

Goran Peskir, Hongwei Mei, Philip A. Ernst

Publication date: 9 May 2023

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40)

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