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]
@article{ErnstMP24,
title = {Quickest Real-Time Detection of Multiple Brownian Drifts},
author = {Philip A. Ernst and Hongwei Mei and G. Peskir},
year = {2024},
doi = {10.1137/23m1587750},
url = {https://doi.org/10.1137/23m1587750},
researchr = {https://researchr.org/publication/ErnstMP24},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {62},
number = {3},
pages = {1832-1856},
}