𝔖 Bobbio Scriptorium
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092024 (M12) On minimax optimality of the CUSUM-method applied to the quickest detecting of spontaneously occurring effects : Shiryaev A.N., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
88 KB
Volume
20
Category
Article
ISSN
0167-6687

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✦ Synopsis

Yushkevich can also be applied to certain models where control of the flow is possible. The method consists in a transformation to a model without control of the flow by a kind of time change.

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