On the sequential testing problem for some diffusion processes
Author:
Affiliation:
1. a Department of Mathematics , London School of Economics , Houghton Street, London, WC2A 2AE, UK
2. b Steklov Institute of Mathematics, Russian Academy of Sciences , Gubkina Street 8, Moscow, 119991, Russia
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2010.530349
Reference25 articles.
1. Handbook of Brownian Motion — Facts and Formulae
2. Sequential testing of simple hypotheses about compound Poisson processes
3. Sequential multi-hypothesis testing for compound Poisson processes
4. Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses
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