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On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion

✍ Scribed by Burnaev, E. V.; Feinberg, E. A.; Shiryaev, A. N.

Book ID: 118219928
Publisher: Society for Industrial and Applied Mathematics
Year: 2009
Tongue: English
Weight: 255 KB
Volume: 53
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x97983791

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