Quickest detection of an accumulated state-dependent chain- e point

Cai, L

Cai, L (corresponding author), Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China.

SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2020; 39 (2): 230

Abstract

Motivated by the practical investigation of a state-dependent quickest detection problem in continuous time, especially for Brownian observations, we ......

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