SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Detecting the presence of a random drift in Brownian motion · Study

ArticleShelves

ArticleDetecting the presence of a random drift in Brownian motion

Peter J. Johnson2021

OA

Articlebronze2021

Detecting the presence of a random drift in Brownian motion

Peter J. Johnson · Jesper Lund Pedersen · Goran Peškir · Cristina Zucca

5 citations·0/0 files stored·Stochastic Processes and their Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Advanced Statistical Process Monitoring Probability and Statistical Research Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 5 citations exist upstream.

References

2006Optimal stopping and free-boundary problems 2007A Change-of-Variable Formula with Local Time on Surfaces 2005ON THE AMERICAN OPTION PROBLEM 2005A Change-of-Variable Formula with Local Time on Curves 2009Selling a stock at the ultimate maximum 2020Global $C^{1}$ regularity of the value function in optimal stopping problems 2004The Wiener Sequential Testing Problem with Finite Horizon 2018Continuity of the optimal stopping boundary for two-dimensional diffusions

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2023Quickest Detection Problems for Ornstein–Uhlenbeck Processesarticle · 6 shared references 2018Continuity of the optimal stopping boundary for two-dimensional diffusionsarticle · 5 shared references 2016Optimal Liquidation of an Asset under Drift Uncertaintyarticle · 5 shared references 2022Quickest real-time detection of a Brownian coordinate driftarticle · 5 shared references 2007The trap of complacency in predicting the maximumarticle · 4 shared references 2017Quickest detection problems for Bessel processesarticle · 4 shared references

Details

Year2021

Typearticle

Published2021-06-06

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations5

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

Identifiers

doi10.1016/j.spa.2021.05.006

openalex_workW3167211567

Links

Imported from OpenAlex (CC0) — nothing here is generated.