Quickest Real-Time Detection of Multiple Brownian Drifts

Philip A. Ernst, Hongwei Mei, G. Peskir. Quickest Real-Time Detection of Multiple Brownian Drifts. SIAM J. Control and Optimization, 62(3):1832-1856, 2024. [doi]

Authors

Philip A. Ernst

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Hongwei Mei

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G. Peskir

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