On a generalized disorder problem

Author:

Bojdecki Tomasz,Hosza Jerzy

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference6 articles.

1. On optimal stopping of sequence of independent random variables—Probability maximizing approach;Bojdecki;Stochastic Process. Appl.,1978

2. Probability maximizing approach to optimal stopping and its application to a disorder problem;Bojdecki;Stochastics,1979

3. Great Expectations: The theory of optimal Stopping;Chow,1971

4. Martingales a Temps Discret;Neveu,1972

5. On optimal methods in quickest detection problem;Shiryaev;Theory of Prob. and Appl.,1963

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