Ernst, Philip A.; Peskir, Goran Quickest real-time detection of a Brownian coordinate drift. (English) Zbl 1499.60129 Ann. Appl. Probab. 32, No. 4, 2652-2670 (2022). MSC: 60G40 60J65 60H30 35J15 45G10 62C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ernst, P. A.; Peskir, Goran; Zhou, Q. Optimal real-time detection of a drifting Brownian coordinate. (English) Zbl 1476.60078 Ann. Appl. Probab. 30, No. 3, 1032-1065 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 60J65 60H30 35J15 45G10 62C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid