Optimal real-time detection of a drifting Brownian coordinate

Ernst, P. A.; Peskir, G.; Zhou, Q.

doi:10.1214/19-AAP1522

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Citation Details

Optimal real-time detection of a drifting Brownian coordinate

Award ID(s):: 1811779

PAR ID:: 10227616

Author(s) / Creator(s):: Ernst, P. A.; Peskir, G.; Zhou, Q.

Date Published:: 2020-06-01

Journal Name:: The Annals of Applied Probability

Volume:: 30

Issue:: 3

ISSN:: 1050-5164

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript1.0
Journal Article:
https://doi.org/10.1214/19-AAP1522

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