On the sequential testing problem for some diffusion processes

Author: Gapeev Pavel V.   Shiryaev Albert N.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.83, Iss.4-6, 2011-08, pp. : 519-535

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Abstract